+64.2%
AIG vs RL
+311.3%
-247.1%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.1% |
| 7D | -1.2% | -3.4% | +2.3% | +0.1% |
| 30D | -1.1% | -14.4% | +13.4% | +4.7% |
| 3M | +0.7% | -13.6% | +14.3% | +5.6% |
| 6M | -2.2% | +0.6% | -2.7% | -4.1% |
| YTD | -10.8% | -3.6% | -7.2% | -11.7% |
| 1Y | -2.0% | +8.3% | -10.4% | -7.8% |
| 3Y | +34.8% | +204.8% | -170.0% | -22.7% |
| 5Y | +55.0% | +232.9% | -177.9% | -18.8% |
| All | +64.2% | +311.3% | -247.1% | -25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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