+52.8%
AIG vs Z
+17.0%
+35.8%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -6.4% | +4.4% | -1.0% |
| 7D | -1.6% | -3.3% | +1.7% | -1.1% |
| 30D | -5.2% | -3.7% | -1.5% | -4.8% |
| 3M | +1.5% | -7.0% | +8.4% | +2.0% |
| 6M | -3.9% | -29.5% | +25.6% | +0.6% |
| YTD | -11.6% | -52.6% | +41.0% | -2.1% |
| 1Y | -2.9% | -64.0% | +61.1% | +12.0% |
| 3Y | +33.7% | -36.4% | +70.2% | +35.2% |
| 5Y | +52.7% | -65.8% | +118.4% | +62.8% |
| 10Y | +62.6% | -5.8% | +68.4% | +22.0% |
| All | +52.8% | +17.0% | +35.8% | +10.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling