+34.8%
AIG vs RNG
+119.8%
-84.9%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.4% |
| 7D | -1.2% | -6.1% | +4.9% | -0.8% |
| 30D | -1.1% | +9.6% | -10.7% | -1.7% |
| 3M | +0.7% | +83.3% | -82.7% | -3.3% |
| 6M | -2.2% | +77.9% | -80.1% | -6.3% |
| YTD | -10.8% | +139.9% | -150.8% | -16.7% |
| 1Y | -2.0% | +121.7% | -123.7% | -8.0% |
| 3Y | +34.8% | +121.9% | -87.0% | +23.8% |
| All | +34.8% | +119.8% | -84.9% | +23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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