+34.3%
AIG vs RL
+199.8%
-165.5%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | 0.0% |
| 7D | -2.4% | -2.2% | -0.2% | -2.1% |
| 30D | -2.9% | -15.3% | +12.4% | -0.7% |
| 3M | +0.8% | -10.3% | +11.1% | +2.1% |
| 6M | -2.7% | -2.2% | -0.4% | -3.0% |
| YTD | -11.2% | -4.3% | -6.9% | -11.4% |
| 1Y | -1.5% | +8.9% | -10.4% | -3.9% |
| All | +34.3% | +199.8% | -165.5% | +11.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling