+74.0%
AIG vs REPL
-19.2%
+93.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.4% | +2.8% | +0.5% |
| 7D | -1.2% | -14.1% | +12.9% | -0.8% |
| 30D | -1.1% | -15.2% | +14.2% | -0.7% |
| 3M | +0.7% | +49.9% | -49.2% | -1.7% |
| 6M | -2.2% | +63.5% | -65.7% | -7.6% |
| YTD | -10.8% | +32.9% | -43.8% | -15.2% |
| 1Y | -2.0% | +115.0% | -117.0% | -10.9% |
| 3Y | +34.8% | -34.7% | +69.6% | +18.8% |
| 5Y | +55.0% | -59.7% | +114.7% | +39.6% |
| All | +74.0% | -19.2% | +93.3% | +18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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