-30.0%
AIG vs ROP
+24,458.1%
-24,488.1%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +0.9% |
| 7D | -1.4% | -6.1% | +4.7% | +0.8% |
| 30D | -3.3% | -3.4% | 0.0% | -2.2% |
| 3M | +2.2% | +16.7% | -14.5% | -3.7% |
| 6M | -2.1% | +8.1% | -10.2% | -5.5% |
| YTD | -11.2% | -11.7% | +0.5% | -8.4% |
| 1Y | -2.1% | -24.2% | +22.1% | +6.6% |
| 3Y | +34.4% | -19.0% | +53.3% | +42.4% |
| 5Y | +53.7% | -15.9% | +69.6% | +59.6% |
| 10Y | +64.4% | +135.7% | -71.3% | +22.1% |
| All | -30.0% | +24,458.1% | -24,488.1% | -70.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling