-29.2%
ALB vs AIG
+33.4%
-62.6%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.5% | -3.3% | -3.0% |
| 7D | -8.6% | -1.4% | -7.2% | -8.1% |
| 30D | -4.0% | -3.3% | -0.7% | -2.8% |
| 3M | -17.4% | +2.2% | -19.6% | -18.5% |
| 6M | -25.4% | -2.1% | -23.3% | -25.2% |
| YTD | -10.5% | -11.2% | +0.7% | -6.5% |
| 1Y | +75.8% | -2.1% | +77.9% | +71.8% |
| All | -29.2% | +33.4% | -62.6% | -43.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling