+96.4%
AIG vs NIO
-51.7%
+148.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.9% | +5.3% | +0.7% |
| 7D | +6.6% | -14.5% | +21.0% | +7.7% |
| 30D | +7.0% | -15.0% | +22.0% | +8.2% |
| 3M | +9.7% | -35.6% | +45.3% | +13.0% |
| 6M | +10.8% | -55.7% | +66.5% | +17.1% |
| YTD | -1.3% | -43.1% | +41.9% | +1.9% |
| 1Y | +8.4% | -53.5% | +61.9% | +13.4% |
| 3Y | +39.0% | -59.8% | +98.8% | +42.0% |
| 5Y | +59.6% | -93.2% | +152.8% | +80.0% |
| All | +96.4% | -51.7% | +148.0% | +68.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NIO.
Daily Out/Under-Performance
Portfolio return minus NIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NIO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded NIO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling