+358.7%
ALAB vs AIG
+4.3%
+354.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | 0.0% | -5.3% | -5.3% |
| 7D | +0.6% | -2.4% | +3.0% | +0.2% |
| 30D | -8.8% | -2.9% | -5.9% | -9.2% |
| 3M | -14.0% | +0.8% | -14.8% | -14.1% |
| 6M | +144.3% | -2.7% | +146.9% | +144.0% |
| YTD | +71.0% | -11.2% | +82.2% | +74.7% |
| 1Y | +23.5% | -1.5% | +25.0% | +22.8% |
| All | +358.7% | +4.3% | +354.4% | +374.7% |
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