+53.1%
AIG vs NTR
+45.7%
+7.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | -1.2% | -1.3% | +0.1% | -0.9% |
| 30D | -1.1% | +16.8% | -17.8% | -4.4% |
| 3M | +0.7% | +20.7% | -20.1% | -3.7% |
| 6M | -2.2% | +0.5% | -2.7% | -2.9% |
| YTD | -10.8% | +29.2% | -40.0% | -17.0% |
| 1Y | -2.0% | +39.6% | -41.6% | -10.7% |
| 3Y | +34.8% | +37.9% | -3.0% | +21.4% |
| All | +53.1% | +45.7% | +7.4% | +21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 5y: compounded portfolio wealth divided by compounded NTR 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…
5y analysis · Full analysis span regression · 6 months rolling