+34.8%
AIG vs RMBS
+55.3%
-20.5%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.9% | -1.5% | +0.4% |
| 7D | -1.2% | +1.8% | -2.9% | -1.2% |
| 30D | -1.1% | -13.9% | +12.8% | -0.8% |
| 3M | +0.7% | -39.8% | +40.5% | +1.8% |
| 6M | -2.2% | -6.0% | +3.8% | -3.5% |
| YTD | -10.8% | -5.4% | -5.5% | -12.5% |
| 1Y | -2.0% | -1.8% | -0.2% | -4.8% |
| 3Y | +34.8% | +53.7% | -18.8% | +24.0% |
| All | +34.8% | +55.3% | -20.5% | +24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 RMBS 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