+61.5%
ALB vs AIG
-4.5%
+65.9%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.8% | -3.6% | -4.5% |
| 7D | -8.1% | -0.9% | -7.1% | -8.1% |
| 30D | +6.3% | -4.9% | +11.1% | +5.7% |
| 3M | -23.6% | +4.5% | -28.0% | -23.1% |
| 6M | -24.6% | -1.4% | -23.2% | -24.5% |
| YTD | -10.3% | -9.8% | -0.5% | -11.1% |
| 1Y | +61.5% | -4.5% | +66.0% | +60.1% |
| All | +61.5% | -4.5% | +65.9% | +60.1% |
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