+64.2%
AIG vs Z
-2.5%
+66.6%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.0% | -3.6% | -0.2% |
| 7D | -1.2% | -6.0% | +4.9% | -0.2% |
| 30D | -1.1% | -2.3% | +1.2% | -0.9% |
| 3M | +0.7% | -0.6% | +1.3% | +0.2% |
| 6M | -2.2% | -27.6% | +25.4% | +2.1% |
| YTD | -10.8% | -52.4% | +41.5% | -1.0% |
| 1Y | -2.0% | -63.6% | +61.6% | +13.3% |
| 3Y | +34.8% | -36.4% | +71.2% | +36.2% |
| 5Y | +55.0% | -64.6% | +119.6% | +64.7% |
| All | +64.2% | -2.5% | +66.6% | +19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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