+190.9%
AIG vs QS
-46.4%
+237.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.9% | -1.5% | +0.3% |
| 7D | -1.2% | -3.6% | +2.5% | -1.1% |
| 30D | -1.1% | -17.2% | +16.2% | -0.5% |
| 3M | +0.7% | -27.0% | +27.6% | +1.4% |
| 6M | -2.2% | -24.6% | +22.4% | -1.8% |
| YTD | -10.8% | -49.3% | +38.5% | -9.4% |
| 1Y | -2.0% | -40.3% | +38.3% | -1.7% |
| 3Y | +34.8% | -23.8% | +58.6% | +30.3% |
| 5Y | +55.0% | -75.0% | +130.0% | +51.5% |
| All | +190.9% | -46.4% | +237.3% | +183.4% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 10y: compounded portfolio wealth divided by compounded QS 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…
10y analysis · Full analysis span regression · 6 months rolling