+80.0%
AIG vs QSR
+205.8%
-125.7%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.1% |
| 7D | -1.2% | -4.0% | +2.8% | +0.9% |
| 30D | -1.1% | +2.8% | -3.8% | -2.6% |
| 3M | +0.7% | +5.1% | -4.4% | -2.4% |
| 6M | -2.2% | +8.8% | -11.0% | -7.3% |
| YTD | -10.8% | +14.8% | -25.7% | -18.2% |
| 1Y | -2.0% | +25.7% | -27.7% | -14.8% |
| 3Y | +34.8% | +27.5% | +7.3% | +13.1% |
| 5Y | +55.0% | +41.3% | +13.8% | +20.5% |
| 10Y | +65.1% | +133.8% | -68.8% | -2.7% |
| All | +80.0% | +205.8% | -125.7% | -1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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