-2.0%
AIG vs RY
+44.3%
-46.3%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -1.2% | -2.2% | +1.1% | -0.7% |
| 30D | -1.1% | -3.6% | +2.5% | -0.3% |
| 3M | +0.7% | +3.9% | -3.3% | -0.9% |
| 6M | -2.2% | +26.4% | -28.6% | -9.9% |
| YTD | -10.8% | +22.3% | -33.2% | -17.3% |
| 1Y | -2.0% | +43.7% | -45.7% | -11.7% |
| All | -2.0% | +44.3% | -46.3% | -11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 1y: compounded portfolio wealth divided by compounded RY 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…
1y analysis · Full analysis span regression · 6 months rolling