+88.9%
AIG vs P
+535.2%
-446.3%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.9% | +2.3% | +0.7% |
| 7D | +6.6% | +11.6% | -5.0% | +4.7% |
| 30D | +7.0% | -23.7% | +30.7% | +10.9% |
| 3M | +9.7% | -8.0% | +17.7% | +9.2% |
| 6M | +10.8% | +27.9% | -17.1% | +2.4% |
| YTD | -1.3% | +61.2% | -62.4% | -13.8% |
| 1Y | +8.4% | +28.6% | -20.3% | -2.6% |
| 3Y | +39.0% | +200.5% | -161.5% | -4.8% |
| 5Y | +59.6% | +282.9% | -223.3% | -1.2% |
| 10Y | +68.4% | +665.9% | -597.5% | -19.0% |
| All | +88.9% | +535.2% | -446.3% | -10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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