+3.7%
AIG vs RRC
+44.7%
-40.9%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.5% | +5.0% | +1.4% |
| 7D | +2.3% | -6.8% | +9.1% | +2.2% |
| 30D | +8.8% | +34.7% | -26.0% | +8.4% |
| 3M | +3.7% | +31.5% | -27.8% | +3.4% |
| 6M | +6.8% | +21.8% | -15.0% | +6.0% |
| YTD | -2.6% | +48.9% | -51.5% | -5.2% |
| 1Y | +3.7% | +42.1% | -38.4% | +0.8% |
| All | +3.7% | +44.7% | -40.9% | +0.8% |
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