-81.1%
AIG vs RL
+1,366.2%
-1,447.3%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.0% | -2.9% | -1.7% |
| 7D | -0.9% | -0.8% | -0.1% | -0.7% |
| 30D | -4.9% | -7.8% | +2.9% | -1.9% |
| 3M | +4.5% | -4.0% | +8.5% | +5.3% |
| 6M | -1.4% | -1.9% | +0.4% | -2.6% |
| YTD | -9.8% | -0.2% | -9.6% | -11.9% |
| 1Y | -4.5% | +10.7% | -15.2% | -11.1% |
| 3Y | +37.4% | +210.8% | -173.3% | -21.4% |
| 5Y | +55.0% | +238.2% | -183.3% | -18.2% |
| 10Y | +63.7% | +313.4% | -249.7% | -26.7% |
| All | -81.1% | +1,366.2% | -1,447.3% | -95.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling