-67.8%
AIG vs RY
+11,573.6%
-11,641.4%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.2% |
| 7D | -0.9% | +3.1% | -4.1% | -3.6% |
| 30D | -4.9% | -0.3% | -4.6% | -4.8% |
| 3M | +4.5% | +8.7% | -4.2% | -3.4% |
| 6M | -1.4% | +28.5% | -30.0% | -21.4% |
| YTD | -9.8% | +25.1% | -34.9% | -26.6% |
| 1Y | -4.5% | +46.3% | -50.8% | -32.4% |
| 3Y | +37.4% | +154.9% | -117.5% | -41.4% |
| 5Y | +55.0% | +140.3% | -85.3% | -30.2% |
| 10Y | +63.7% | +377.0% | -313.4% | -57.1% |
| All | -67.8% | +11,573.6% | -11,641.4% | -98.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling