-79.3%
AIG vs RL
+1,517.3%
-1,596.6%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.5% | +0.8% |
| 7D | +6.6% | +2.6% | +4.0% | +5.4% |
| 30D | +7.0% | +2.9% | +4.1% | +5.5% |
| 3M | +9.7% | 0.0% | +9.7% | +9.1% |
| 6M | +10.8% | +17.1% | -6.3% | +2.1% |
| YTD | -1.3% | +10.1% | -11.4% | -7.7% |
| 1Y | +8.4% | +17.3% | -9.0% | -1.5% |
| 3Y | +39.0% | +249.3% | -210.3% | -24.4% |
| 5Y | +59.6% | +240.9% | -181.3% | -15.6% |
| 10Y | +68.4% | +337.3% | -268.8% | -26.4% |
| All | -79.3% | +1,517.3% | -1,596.6% | -94.9% |
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