-4.2%
AIG vs Q
+75.3%
-79.5%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.3% | -4.3% | -1.9% |
| 7D | -1.6% | +6.7% | -8.3% | -1.3% |
| 30D | -5.2% | -10.6% | +5.4% | -5.7% |
| 3M | +1.5% | -14.6% | +16.1% | +0.7% |
| 6M | -3.9% | +12.1% | -16.0% | -3.8% |
| YTD | -11.6% | +51.3% | -62.9% | -7.5% |
| All | -4.2% | +75.3% | -79.5% | +0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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