+101.1%
AKAM vs AIG
+66.2%
+35.0%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.4% |
| 7D | +1.5% | -1.2% | +2.6% | +1.7% |
| 30D | -13.0% | -1.1% | -12.0% | -12.9% |
| 3M | -19.4% | +0.7% | -20.1% | -19.6% |
| 6M | +0.3% | -2.2% | +2.5% | +0.5% |
| YTD | +22.4% | -10.8% | +33.2% | +24.3% |
| 1Y | +34.8% | -2.0% | +36.9% | +34.4% |
| 3Y | +1.9% | +34.8% | -32.9% | -3.8% |
| 5Y | -4.6% | +55.0% | -59.6% | -12.9% |
| All | +101.1% | +66.2% | +35.0% | +86.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 AIG 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