-24.1%
AIG vs NTRS
+7,800.3%
-7,824.4%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | -0.2% |
| 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% | -6.0% |
| 6M | -2.2% | +35.5% | -37.7% | -19.4% |
| YTD | -10.8% | +40.6% | -51.4% | -28.7% |
| 1Y | -2.0% | +49.2% | -51.2% | -24.7% |
| 3Y | +34.8% | +167.2% | -132.4% | -30.4% |
| 5Y | +55.0% | +94.9% | -39.9% | -5.9% |
| 10Y | +65.1% | +259.5% | -194.4% | -30.4% |
| All | -24.1% | +7,800.3% | -7,824.4% | -88.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling