+64.2%
AIG vs NYT
+489.9%
-425.8%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.3% |
| 7D | -1.2% | -0.6% | -0.6% | -1.0% |
| 30D | -1.1% | +4.6% | -5.6% | -2.4% |
| 3M | +0.7% | -9.6% | +10.3% | +3.0% |
| 6M | -2.2% | -14.0% | +11.8% | +1.3% |
| YTD | -10.8% | -2.8% | -8.0% | -11.4% |
| 1Y | -2.0% | +15.6% | -17.6% | -7.9% |
| 3Y | +34.8% | +56.3% | -21.5% | +12.9% |
| 5Y | +55.0% | +39.5% | +15.5% | +30.4% |
| All | +64.2% | +489.9% | -425.8% | -5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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