-24.4%
AIG vs RRC
+1,194.1%
-1,218.5%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.8% | +0.5% |
| 7D | -1.4% | -1.7% | +0.3% | -1.2% |
| 30D | -3.3% | +3.6% | -6.9% | -3.8% |
| 3M | +2.2% | +8.8% | -6.7% | +1.0% |
| 6M | -2.1% | +0.8% | -2.9% | -2.5% |
| YTD | -11.2% | +19.0% | -30.2% | -13.5% |
| 1Y | -2.1% | +22.9% | -25.0% | -5.2% |
| 3Y | +34.4% | +32.3% | +2.1% | +27.4% |
| 5Y | +53.7% | +151.6% | -97.9% | +31.5% |
| 10Y | +64.4% | +5.5% | +58.9% | +38.5% |
| All | -24.4% | +1,194.1% | -1,218.5% | -43.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling