+65.5%
AIG vs RBA
+207.2%
-141.7%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.6% | +0.1% |
| 7D | +6.6% | +1.7% | +4.8% | +6.0% |
| 30D | +7.0% | +8.3% | -1.3% | +4.3% |
| 3M | +9.7% | +10.5% | -0.8% | +6.0% |
| 6M | +10.8% | -5.9% | +16.7% | +11.3% |
| YTD | -1.3% | -6.9% | +5.6% | -1.4% |
| 1Y | +8.4% | -4.9% | +13.2% | +7.4% |
| 3Y | +39.0% | +64.5% | -25.5% | +12.1% |
| 5Y | +59.6% | +46.1% | +13.5% | +29.9% |
| All | +65.5% | +207.2% | -141.7% | -15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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