+64.2%
AIG vs RUN
+42.2%
+22.0%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.5% |
| 7D | -1.2% | -3.7% | +2.6% | -0.9% |
| 30D | -1.1% | -13.0% | +11.9% | 0.0% |
| 3M | +0.7% | -31.8% | +32.5% | +3.5% |
| 6M | -2.2% | -32.2% | +30.1% | 0.0% |
| YTD | -10.8% | -53.5% | +42.6% | -7.0% |
| 1Y | -2.0% | -46.5% | +44.5% | 0.0% |
| 3Y | +34.8% | -37.6% | +72.4% | +18.8% |
| 5Y | +55.0% | -80.9% | +135.9% | +49.4% |
| All | +64.2% | +42.2% | +22.0% | -3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 10y: compounded portfolio wealth divided by compounded RUN 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…
10y analysis · Full analysis span regression · 6 months rolling