+104.4%
AIG vs RNG
+301.7%
-197.3%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.4% |
| 7D | -1.2% | -6.1% | +4.9% | -0.6% |
| 30D | -1.1% | +9.6% | -10.7% | -2.0% |
| 3M | +0.7% | +83.3% | -82.7% | -5.2% |
| 6M | -2.2% | +77.9% | -80.1% | -8.1% |
| YTD | -10.8% | +139.9% | -150.8% | -19.3% |
| 1Y | -2.0% | +121.7% | -123.7% | -10.9% |
| 3Y | +34.8% | +121.9% | -87.0% | +19.9% |
| 5Y | +55.0% | -68.4% | +123.4% | +57.9% |
| 10Y | +65.1% | +220.0% | -155.0% | +17.1% |
| All | +104.4% | +301.7% | -197.3% | +42.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling