+53.7%
AIG vs RBA
+39.8%
+13.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.1% | +0.6% |
| 7D | -1.4% | -1.9% | +0.4% | -1.1% |
| 30D | -3.3% | -13.0% | +9.6% | -1.0% |
| 3M | +2.2% | -23.1% | +25.3% | +6.4% |
| 6M | -2.1% | -22.6% | +20.5% | +1.7% |
| YTD | -11.2% | -20.4% | +9.2% | -8.8% |
| 1Y | -2.1% | -29.6% | +27.5% | +3.1% |
| 3Y | +34.4% | +26.6% | +7.8% | +25.6% |
| 5Y | +53.7% | +38.2% | +15.5% | +37.4% |
| All | +53.7% | +39.8% | +13.9% | +37.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling