+53.7%
AIG vs RY
+139.4%
-85.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +1.2% |
| 7D | -1.4% | -0.5% | -0.9% | -1.1% |
| 30D | -3.3% | -1.9% | -1.4% | -2.2% |
| 3M | +2.2% | +5.1% | -3.0% | -2.0% |
| 6M | -2.1% | +28.2% | -30.3% | -19.1% |
| YTD | -11.2% | +22.9% | -34.1% | -24.5% |
| 1Y | -2.1% | +45.5% | -47.6% | -27.0% |
| 3Y | +34.4% | +156.7% | -122.3% | -39.4% |
| 5Y | +53.7% | +137.7% | -84.0% | -25.5% |
| All | +53.7% | +139.4% | -85.7% | -25.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling