+34.8%
AIG vs ROP
-19.1%
+54.0%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -1.2% | -4.6% | +3.5% | +0.5% |
| 30D | -1.1% | -1.7% | +0.6% | -0.6% |
| 3M | +0.7% | +17.1% | -16.4% | -5.2% |
| 6M | -2.2% | +10.9% | -13.0% | -6.2% |
| YTD | -10.8% | -12.1% | +1.3% | -5.4% |
| 1Y | -2.0% | -24.2% | +22.2% | +11.9% |
| 3Y | +34.8% | -20.4% | +55.2% | +44.8% |
| All | +34.8% | -19.1% | +54.0% | +44.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling