+369.5%
ALAB vs AIG
+4.7%
+364.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.4% | +2.0% | +2.4% |
| 7D | -6.2% | -1.2% | -5.0% | -6.4% |
| 30D | -8.7% | -1.1% | -7.6% | -8.8% |
| 3M | -20.7% | +0.7% | -21.4% | -20.8% |
| 6M | +133.5% | -2.2% | +135.7% | +133.4% |
| YTD | +75.1% | -10.8% | +85.9% | +79.0% |
| 1Y | +25.0% | -2.0% | +27.1% | +24.8% |
| All | +369.5% | +4.7% | +364.8% | +386.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling