+59.9%
AIG vs RL
+239.2%
-179.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.5% | +0.6% |
| 7D | +6.6% | +2.6% | +4.0% | +5.9% |
| 30D | +7.0% | +2.9% | +4.1% | +6.1% |
| 3M | +9.7% | 0.0% | +9.7% | +9.4% |
| 6M | +10.8% | +17.1% | -6.3% | +5.3% |
| YTD | -1.3% | +10.1% | -11.4% | -5.2% |
| 1Y | +8.4% | +17.3% | -9.0% | +2.1% |
| 3Y | +39.0% | +249.3% | -210.3% | -12.1% |
| All | +59.9% | +239.2% | -179.2% | +0.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling