+189.7%
AIG vs QS
-47.0%
+236.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.6% | +7.1% | +0.7% |
| 7D | -1.4% | -4.2% | +2.8% | -1.3% |
| 30D | -3.3% | -15.7% | +12.3% | -2.9% |
| 3M | +2.2% | -28.7% | +30.9% | +3.0% |
| 6M | -2.1% | -23.2% | +21.1% | -1.8% |
| YTD | -11.2% | -49.9% | +38.7% | -9.8% |
| 1Y | -2.1% | -38.8% | +36.7% | -1.9% |
| 3Y | +34.4% | -24.0% | +58.4% | +29.9% |
| 5Y | +53.7% | -75.6% | +129.3% | +50.3% |
| All | +189.7% | -47.0% | +236.7% | +182.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling