+88.3%
AIG vs P
+547.6%
-459.4%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.4% | -3.7% | -0.9% |
| 7D | +2.0% | +17.8% | -15.8% | -0.7% |
| 30D | +6.3% | -29.9% | +36.2% | +11.6% |
| 3M | +9.2% | -1.2% | +10.3% | +7.4% |
| 6M | +9.5% | +32.1% | -22.6% | +0.7% |
| YTD | -1.6% | +64.3% | -65.9% | -14.4% |
| 1Y | +8.5% | +24.3% | -15.8% | -1.7% |
| 3Y | +38.3% | +203.2% | -164.9% | -5.3% |
| 5Y | +59.0% | +290.4% | -231.4% | -1.9% |
| 10Y | +67.8% | +680.9% | -613.0% | -19.6% |
| All | +88.3% | +547.6% | -459.4% | -11.0% |
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