+62.3%
AIG vs NTNX
+148.8%
-86.4%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.3% |
| 7D | -1.2% | -3.1% | +2.0% | -0.7% |
| 30D | -1.1% | +2.0% | -3.0% | -1.4% |
| 3M | +0.7% | +34.0% | -33.3% | -3.4% |
| 6M | -2.2% | +72.4% | -74.6% | -9.8% |
| YTD | -10.8% | +27.5% | -38.4% | -14.6% |
| 1Y | -2.0% | -18.7% | +16.7% | -0.5% |
| 3Y | +34.8% | +80.8% | -45.9% | +18.7% |
| 5Y | +55.0% | +54.5% | +0.6% | +34.4% |
| All | +62.3% | +148.8% | -86.4% | +21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NTNX.
Daily Out/Under-Performance
Portfolio return minus NTNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTNX 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 NTNX 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