+64.2%
AIG vs NTRS
+259.9%
-195.8%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | -0.3% |
| 7D | -1.2% | +1.4% | -2.5% | -2.0% |
| 30D | -1.1% | -0.7% | -0.4% | -0.7% |
| 3M | +0.7% | +11.3% | -10.6% | -6.4% |
| 6M | -2.2% | +35.5% | -37.7% | -20.4% |
| YTD | -10.8% | +40.6% | -51.4% | -29.9% |
| 1Y | -2.0% | +49.2% | -51.2% | -26.2% |
| 3Y | +34.8% | +167.2% | -132.4% | -35.5% |
| 5Y | +55.0% | +94.9% | -39.9% | -10.3% |
| All | +64.2% | +259.9% | -195.8% | -37.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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