+24.5%
ALAB vs AIG
+6.0%
+18.5%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.5% | -5.9% | -3.0% |
| 7D | -24.9% | +2.3% | -27.2% | -23.0% |
| 30D | -38.4% | +8.8% | -47.2% | -32.9% |
| 3M | -38.3% | +3.7% | -42.0% | -35.7% |
| 6M | +10.9% | +6.8% | +4.2% | +21.7% |
| YTD | +34.2% | -2.6% | +36.9% | +47.6% |
| 1Y | +24.5% | +3.7% | +20.8% | +42.1% |
| All | +24.5% | +6.0% | +18.5% | +42.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling