+72.6%
AIG vs P
+485.4%
-412.7%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.2% | -1.1% |
| 7D | -0.9% | +6.5% | -7.5% | -2.0% |
| 30D | -4.9% | +18.8% | -23.7% | -8.3% |
| 3M | +4.5% | +26.7% | -22.3% | -1.2% |
| 6M | -1.4% | +62.2% | -63.6% | -12.0% |
| YTD | -9.8% | +48.5% | -58.3% | -18.9% |
| 1Y | -4.5% | +26.4% | -30.9% | -13.1% |
| 3Y | +37.4% | +159.4% | -122.0% | -1.6% |
| 5Y | +55.0% | +275.8% | -220.8% | -2.9% |
| 10Y | +63.7% | +732.0% | -668.4% | -20.4% |
| All | +72.6% | +485.4% | -412.7% | -15.7% |
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