+77.3%
AIG vs S
-57.1%
+134.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.4% |
| 7D | -1.2% | -0.7% | -0.5% | -1.1% |
| 30D | -1.1% | -11.4% | +10.4% | -0.5% |
| 3M | +0.7% | +33.8% | -33.1% | -1.2% |
| 6M | -2.2% | +39.5% | -41.6% | -4.4% |
| YTD | -10.8% | +31.7% | -42.5% | -12.7% |
| 1Y | -2.0% | +7.0% | -9.0% | -3.1% |
| 3Y | +34.8% | +11.8% | +23.1% | +31.6% |
| 5Y | +55.0% | -69.0% | +124.1% | +50.1% |
| All | +77.3% | -57.1% | +134.4% | +81.3% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 10y: compounded portfolio wealth divided by compounded S 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…
10y analysis · Full analysis span regression · 6 months rolling