+53.1%
AIG vs RRX
+17.8%
+35.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.7% | -3.3% | -0.2% |
| 7D | -1.2% | -0.3% | -0.8% | -1.1% |
| 30D | -1.1% | -6.1% | +5.1% | -0.1% |
| 3M | +0.7% | -23.1% | +23.7% | +4.1% |
| 6M | -2.2% | -19.5% | +17.4% | -0.6% |
| YTD | -10.8% | +16.1% | -26.9% | -17.2% |
| 1Y | -2.0% | +12.9% | -15.0% | -8.9% |
| 3Y | +34.8% | +7.9% | +26.9% | +23.3% |
| All | +53.1% | +17.8% | +35.3% | +35.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling