+365.7%
ALAB vs AIG
+3.8%
+361.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -2.0% | -4.9% | -7.3% |
| 7D | +3.2% | -1.6% | +4.8% | +2.9% |
| 30D | -13.6% | -5.2% | -8.4% | -14.3% |
| 3M | -16.6% | +1.5% | -18.0% | -16.7% |
| 6M | +142.3% | -3.9% | +146.3% | +141.9% |
| YTD | +73.6% | -11.6% | +85.2% | +77.3% |
| 1Y | +33.7% | -2.9% | +36.6% | +33.2% |
| All | +365.7% | +3.8% | +361.8% | +381.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling