-87.5%
AIG vs RSG
+2,015.5%
-2,103.0%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | 0.0% |
| 7D | -1.2% | 0.0% | -1.2% | -1.2% |
| 30D | -1.1% | +4.0% | -5.0% | -3.0% |
| 3M | +0.7% | +7.4% | -6.7% | -3.1% |
| 6M | -2.2% | +0.1% | -2.3% | -2.8% |
| YTD | -10.8% | +6.0% | -16.9% | -14.1% |
| 1Y | -2.0% | -3.0% | +1.0% | -1.5% |
| 3Y | +34.8% | +56.5% | -21.7% | +5.7% |
| 5Y | +55.0% | +90.9% | -35.9% | +8.9% |
| 10Y | +65.1% | +428.7% | -363.7% | -26.6% |
| All | -87.5% | +2,015.5% | -2,103.0% | -96.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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