+64.2%
AIG vs RGEN
+415.7%
-351.5%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.4% |
| 7D | -1.2% | -1.4% | +0.3% | -1.0% |
| 30D | -1.1% | -0.3% | -0.8% | -1.1% |
| 3M | +0.7% | +23.9% | -23.2% | -2.0% |
| 6M | -2.2% | +38.5% | -40.7% | -6.3% |
| YTD | -10.8% | +0.8% | -11.6% | -11.6% |
| 1Y | -2.0% | +38.2% | -40.2% | -6.8% |
| 3Y | +34.8% | +1.3% | +33.5% | +29.3% |
| 5Y | +55.0% | -44.0% | +99.1% | +54.0% |
| All | +64.2% | +415.7% | -351.5% | +9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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