-24.1%
AIG vs RRX
+3,890.5%
-3,914.6%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.7% | -3.3% | -1.1% |
| 7D | -1.2% | -0.3% | -0.8% | -1.1% |
| 30D | -1.1% | -6.1% | +5.1% | +1.3% |
| 3M | +0.7% | -23.1% | +23.7% | +9.1% |
| 6M | -2.2% | -19.5% | +17.4% | +1.7% |
| YTD | -10.8% | +16.1% | -26.9% | -22.3% |
| 1Y | -2.0% | +12.9% | -15.0% | -14.6% |
| 3Y | +34.8% | +7.9% | +26.9% | +9.3% |
| 5Y | +55.0% | +19.1% | +35.9% | +15.7% |
| 10Y | +65.1% | +225.8% | -160.8% | -22.3% |
| All | -24.1% | +3,890.5% | -3,914.6% | -78.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling