+54.4%
AIG vs ROP
-16.6%
+71.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.2% |
| 7D | -2.4% | -8.0% | +5.6% | +0.9% |
| 30D | -2.9% | -2.7% | -0.2% | -1.9% |
| 3M | +0.8% | +16.6% | -15.8% | -6.0% |
| 6M | -2.7% | +10.4% | -13.0% | -7.3% |
| YTD | -11.2% | -12.1% | +0.9% | -6.4% |
| 1Y | -1.5% | -23.6% | +22.1% | +11.3% |
| 3Y | +34.4% | -19.3% | +53.7% | +46.7% |
| 5Y | +54.4% | -15.4% | +69.8% | +56.5% |
| All | +54.4% | -16.6% | +71.0% | +56.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling