+80.2%
ALB vs AIG
+65.5%
+14.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.0% | -3.0% |
| 7D | -7.6% | -2.4% | -5.2% | -6.5% |
| 30D | -5.6% | -2.9% | -2.7% | -4.2% |
| 3M | -16.8% | +0.8% | -17.6% | -17.5% |
| 6M | -26.3% | -2.7% | -23.6% | -26.0% |
| YTD | -13.2% | -11.2% | -2.0% | -9.4% |
| 1Y | +68.8% | -1.5% | +70.3% | +65.6% |
| 3Y | -30.7% | +34.4% | -65.0% | -42.6% |
| 5Y | -46.3% | +54.4% | -100.7% | -59.0% |
| All | +80.2% | +65.5% | +14.7% | +15.5% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling