+56.5%
AIG vs RUN
-33.9%
+90.4%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +0.2% |
| 7D | -2.4% | -3.4% | +1.0% | -2.1% |
| 30D | -2.9% | -14.0% | +11.0% | -1.9% |
| 3M | +0.8% | -27.5% | +28.3% | +2.9% |
| 6M | -2.7% | -29.0% | +26.3% | -1.0% |
| YTD | -11.2% | -53.1% | +41.9% | -7.6% |
| 1Y | -1.5% | -46.7% | +45.2% | +0.5% |
| 3Y | +34.4% | -38.3% | +72.7% | +20.1% |
| 5Y | +54.4% | -80.7% | +135.1% | +48.7% |
| 10Y | +64.4% | +42.4% | +22.0% | +10.0% |
| All | +56.5% | -33.9% | +90.4% | +6.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling