+34.3%
AIG vs RY
+155.7%
-121.4%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.9% |
| 7D | -1.4% | -0.5% | -0.9% | -1.2% |
| 30D | -3.3% | -1.9% | -1.4% | -2.6% |
| 3M | +2.2% | +5.1% | -3.0% | -0.7% |
| 6M | -2.1% | +28.2% | -30.3% | -14.1% |
| YTD | -11.2% | +22.9% | -34.1% | -20.5% |
| 1Y | -2.1% | +45.5% | -47.6% | -20.0% |
| All | +34.3% | +155.7% | -121.4% | -19.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling