-4.5%
AIG vs RRX
+14.9%
-19.4%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.8% |
| 7D | -0.9% | +3.4% | -4.4% | -0.9% |
| 30D | -4.9% | -11.1% | +6.2% | -4.9% |
| 3M | +4.5% | -23.7% | +28.2% | +4.1% |
| 6M | -1.4% | -22.0% | +20.5% | -2.3% |
| YTD | -9.8% | +16.5% | -26.3% | -11.4% |
| 1Y | -4.5% | +11.5% | -16.0% | -6.1% |
| All | -4.5% | +14.9% | -19.4% | -6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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