+38.6%
ALB vs AIG
+67.5%
-28.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.7% | -1.6% |
| 7D | -5.8% | +6.6% | -12.3% | -8.9% |
| 30D | -4.5% | +7.0% | -11.5% | -8.2% |
| 3M | -28.1% | +9.7% | -37.8% | -31.8% |
| 6M | -53.2% | +10.8% | -64.0% | -56.1% |
| YTD | -33.3% | -1.3% | -32.0% | -34.4% |
| 1Y | -17.4% | +8.4% | -25.8% | -22.9% |
| 3Y | -14.1% | +39.0% | -53.1% | -30.4% |
| 5Y | -64.0% | +59.6% | -123.6% | -73.1% |
| All | +38.6% | +67.5% | -28.9% | -12.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling