+8.7%
AIG vs OSCR
+93.2%
-84.6%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.7% | +4.8% | -0.8% |
| 7D | -0.6% | +7.8% | -8.4% | -0.8% |
| 30D | +7.7% | +2.6% | +5.2% | +7.7% |
| 3M | +1.7% | +10.2% | -8.5% | +1.4% |
| 6M | +4.5% | +84.9% | -80.4% | +3.7% |
| YTD | -3.6% | +130.9% | -134.5% | -4.8% |
| 1Y | +8.7% | +94.8% | -86.2% | +6.7% |
| All | +8.7% | +93.2% | -84.6% | +6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR 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 1y: compounded portfolio wealth divided by compounded OSCR 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…
1y analysis · Full analysis span regression · 6 months rolling