-1.0%
ALAB vs AIG
+10.0%
-11.0%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.4% | -3.0% | -2.2% |
| 7D | +16.3% | +6.6% | +9.7% | +26.2% |
| 30D | -26.1% | +7.0% | -33.1% | -18.5% |
| 3M | -31.3% | +9.7% | -41.0% | -21.5% |
| 6M | -1.0% | +10.8% | -11.8% | +20.9% |
| All | -1.0% | +10.0% | -11.0% | +20.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling