+38.1%
AIG vs RY
+160.4%
-122.3%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.6% | +5.3% | +5.6% |
| 7D | +2.2% | -0.6% | +2.8% | +2.5% |
| 30D | +6.9% | +6.1% | +0.7% | +4.3% |
| 3M | +6.8% | -3.4% | +10.1% | +8.2% |
| 6M | +9.2% | +12.8% | -3.5% | +2.6% |
| YTD | -1.9% | +21.0% | -22.9% | -11.2% |
| 1Y | +9.7% | +40.5% | -30.8% | -8.0% |
| All | +38.1% | +160.4% | -122.3% | -9.1% |
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