-24.8%
AIG vs RGEN
+1,585.3%
-1,610.1%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.6% | -2.0% |
| 7D | -1.6% | -0.9% | -0.7% | -1.5% |
| 30D | -5.2% | +2.8% | -8.0% | -5.3% |
| 3M | +1.5% | +34.5% | -33.0% | 0.0% |
| 6M | -3.9% | +40.5% | -44.4% | -5.7% |
| YTD | -11.6% | +2.8% | -14.5% | -12.0% |
| 1Y | -2.9% | +39.6% | -42.6% | -4.8% |
| 3Y | +33.7% | +4.4% | +29.3% | +31.5% |
| 5Y | +52.7% | -42.8% | +95.4% | +52.5% |
| 10Y | +62.6% | +406.7% | -344.1% | +46.8% |
| All | -24.8% | +1,585.3% | -1,610.1% | -40.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling