-2.0%
AIG vs RBA
-27.6%
+25.6%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.8% | -3.4% | +0.2% |
| 7D | -1.2% | +0.1% | -1.2% | -1.2% |
| 30D | -1.1% | -2.9% | +1.9% | -0.9% |
| 3M | +0.7% | -20.9% | +21.6% | +1.4% |
| 6M | -2.2% | -17.7% | +15.5% | -2.2% |
| YTD | -10.8% | -18.2% | +7.3% | -13.3% |
| 1Y | -2.0% | -29.1% | +27.1% | -3.9% |
| All | -2.0% | -27.6% | +25.6% | -3.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling