+39.0%
AIG vs REPL
+97.7%
-58.7%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.3% |
| 7D | +6.6% | +1.2% | +5.3% | +6.6% |
| 30D | +7.0% | +92.2% | -85.2% | +7.6% |
| 3M | +9.7% | +44.1% | -34.4% | +10.1% |
| 6M | +10.8% | +313.0% | -302.2% | +12.8% |
| YTD | -1.3% | +125.2% | -126.5% | +0.9% |
| 1Y | +8.4% | +143.8% | -135.4% | +10.8% |
| 3Y | +39.0% | +104.2% | -65.2% | +42.3% |
| All | +39.0% | +97.7% | -58.7% | +42.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling