+54.4%
AIG vs S
-71.0%
+125.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | -1.4% | -1.2% | -0.2% | -1.4% |
| 30D | -3.3% | -12.6% | +9.2% | -2.6% |
| 3M | +2.2% | +27.6% | -25.4% | +0.4% |
| 6M | -2.1% | +35.5% | -37.6% | -4.5% |
| YTD | -11.2% | +29.6% | -40.8% | -13.2% |
| 1Y | -2.1% | +8.1% | -10.2% | -3.4% |
| 3Y | +34.4% | +14.8% | +19.6% | +30.4% |
| All | +54.4% | -71.0% | +125.4% | +50.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling