+30.5%
ALAB vs AIG
-1.7%
+32.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.5% | +3.6% | +4.4% |
| 7D | +9.6% | -1.4% | +11.1% | +8.2% |
| 30D | -5.3% | -3.3% | -1.9% | -7.9% |
| 3M | -12.0% | +2.2% | -14.2% | -10.1% |
| 6M | +145.7% | -2.1% | +147.8% | +145.1% |
| YTD | +80.7% | -11.2% | +91.8% | +80.5% |
| All | +30.5% | -1.7% | +32.2% | +34.6% |
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