-84.8%
AIG vs RBA
+3,565.6%
-3,650.4%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.2% | -1.0% |
| 7D | -0.9% | -2.9% | +2.0% | +0.2% |
| 30D | -4.9% | -12.3% | +7.4% | -0.1% |
| 3M | +4.5% | -20.5% | +25.0% | +12.7% |
| 6M | -1.4% | -18.5% | +17.1% | +5.1% |
| YTD | -9.8% | -18.2% | +8.4% | -4.9% |
| 1Y | -4.5% | -27.5% | +23.0% | +5.5% |
| 3Y | +37.4% | +38.1% | -0.6% | +13.8% |
| 5Y | +55.0% | +44.8% | +10.2% | +19.7% |
| 10Y | +63.7% | +187.1% | -123.5% | -11.7% |
| All | -84.8% | +3,565.6% | -3,650.4% | -95.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling