-4.5%
AIG vs RRC
+23.4%
-27.9%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | 0.0% | -0.8% |
| 7D | -0.9% | +1.3% | -2.2% | -1.0% |
| 30D | -4.9% | +10.1% | -15.0% | -5.5% |
| 3M | +4.5% | +4.0% | +0.5% | +4.0% |
| 6M | -1.4% | +1.6% | -3.0% | -2.4% |
| YTD | -9.8% | +19.7% | -29.5% | -13.0% |
| 1Y | -4.5% | +21.4% | -25.9% | -9.0% |
| All | -4.5% | +23.4% | -27.9% | -9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 1y: compounded portfolio wealth divided by compounded RRC 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…
1y analysis · Full analysis span regression · 6 months rolling