+64.2%
AIG vs ROP
+135.6%
-71.5%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -1.2% | -4.6% | +3.5% | +1.6% |
| 30D | -1.1% | -1.7% | +0.6% | -0.2% |
| 3M | +0.7% | +17.1% | -16.4% | -9.2% |
| 6M | -2.2% | +10.9% | -13.0% | -9.3% |
| YTD | -10.8% | -12.1% | +1.3% | -5.5% |
| 1Y | -2.0% | -24.2% | +22.2% | +14.2% |
| 3Y | +34.8% | -20.4% | +55.2% | +49.6% |
| 5Y | +55.0% | -15.4% | +70.4% | +61.3% |
| All | +64.2% | +135.6% | -71.5% | -4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 10y: compounded portfolio wealth divided by compounded ROP 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…
10y analysis · Full analysis span regression · 6 months rolling