+53.1%
AIG vs REPL
-59.3%
+112.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.4% | +2.8% | +0.4% |
| 7D | -1.2% | -14.1% | +12.9% | -1.2% |
| 30D | -1.1% | -15.2% | +14.2% | -1.1% |
| 3M | +0.7% | +49.9% | -49.2% | +0.7% |
| 6M | -2.2% | +63.5% | -65.7% | -2.1% |
| YTD | -10.8% | +32.9% | -43.8% | -10.7% |
| 1Y | -2.0% | +115.0% | -117.0% | -2.5% |
| 3Y | +34.8% | -34.7% | +69.6% | +35.8% |
| All | +53.1% | -59.3% | +112.4% | +55.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling