+59.2%
ALB vs AIG
-1.2%
+60.4%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.4% | -3.8% | -3.4% |
| 7D | -6.6% | -1.2% | -5.5% | -6.7% |
| 30D | -8.1% | -1.1% | -7.1% | -8.2% |
| 3M | -25.7% | +0.7% | -26.4% | -25.6% |
| 6M | -29.5% | -2.2% | -27.3% | -29.4% |
| YTD | -16.2% | -10.8% | -5.4% | -17.1% |
| 1Y | +59.2% | -2.0% | +61.3% | +63.3% |
| All | +59.2% | -1.2% | +60.4% | +63.3% |
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