-2.0%
AIG vs S
+8.9%
-11.0%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -0.6% |
| 3M | +0.7% | +33.8% | -33.1% | -0.8% |
| 6M | -2.2% | +39.5% | -41.6% | -4.3% |
| YTD | -10.8% | +31.7% | -42.5% | -12.8% |
| 1Y | -2.0% | +7.0% | -9.0% | -4.2% |
| All | -2.0% | +8.9% | -11.0% | -4.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling