+39.8%
AIG vs NVD
-99.1%
+138.9%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.5% | -4.5% | +0.1% |
| 7D | -2.4% | +9.0% | -11.4% | -2.2% |
| 30D | -2.9% | -5.5% | +2.5% | -3.0% |
| 3M | +0.8% | -24.6% | +25.4% | +0.4% |
| 6M | -2.7% | -42.1% | +39.4% | -3.7% |
| YTD | -11.2% | -44.3% | +33.1% | -12.1% |
| 1Y | -1.5% | -54.2% | +52.7% | -2.9% |
| 3Y | +34.4% | -99.1% | +133.5% | +15.0% |
| All | +39.8% | -99.1% | +138.9% | +19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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