+54.4%
AIG vs RRC
+150.0%
-95.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | -2.4% | -1.2% | -1.2% | -2.2% |
| 30D | -2.9% | +3.0% | -5.9% | -3.5% |
| 3M | +0.8% | +7.3% | -6.5% | -0.7% |
| 6M | -2.7% | +3.6% | -6.2% | -3.9% |
| YTD | -11.2% | +19.4% | -30.6% | -14.9% |
| 1Y | -1.5% | +21.4% | -22.9% | -6.3% |
| 3Y | +34.4% | +32.8% | +1.6% | +22.6% |
| 5Y | +54.4% | +152.0% | -97.6% | +20.2% |
| All | +54.4% | +150.0% | -95.5% | +20.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling