+34.3%
AIG vs REPL
-27.0%
+61.3%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.6% | +0.5% |
| 7D | -1.4% | -9.6% | +8.1% | -1.5% |
| 30D | -3.3% | +5.7% | -9.0% | -3.3% |
| 3M | +2.2% | +56.4% | -54.2% | +3.0% |
| 6M | -2.1% | +67.4% | -69.6% | -0.4% |
| YTD | -11.2% | +48.7% | -59.9% | -9.6% |
| 1Y | -2.1% | +148.3% | -150.4% | +0.1% |
| All | +34.3% | -27.0% | +61.3% | +34.6% |
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