+34.8%
AIG vs OSCR
+401.8%
-367.0%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.4% |
| 7D | -1.2% | +1.6% | -2.8% | -1.2% |
| 30D | -1.1% | +10.7% | -11.7% | -1.4% |
| 3M | +0.7% | +13.4% | -12.7% | +0.1% |
| 6M | -2.2% | +144.6% | -146.7% | -5.4% |
| YTD | -10.8% | +128.0% | -138.9% | -13.7% |
| 1Y | -2.0% | +68.7% | -70.7% | -4.5% |
| 3Y | +34.8% | +398.8% | -363.9% | +24.8% |
| All | +34.8% | +401.8% | -367.0% | +24.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling