+2,176.8%
ALB vs AIG
-47.7%
+2,224.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +1.0% |
| 7D | +1.1% | +1.4% | -0.3% | +0.6% |
| 30D | -2.6% | +6.6% | -9.2% | -4.1% |
| 3M | -25.6% | +7.9% | -33.4% | -27.0% |
| 6M | -54.0% | +10.4% | -64.4% | -55.3% |
| YTD | -31.6% | -1.3% | -30.3% | -32.0% |
| 1Y | -6.6% | +11.5% | -18.0% | -9.7% |
| 3Y | -14.0% | +38.8% | -52.8% | -20.9% |
| 5Y | -62.5% | +57.8% | -120.4% | -66.4% |
| 10Y | +36.3% | +68.4% | -32.1% | +17.0% |
| All | +2,176.8% | -47.7% | +2,224.6% | +1,715.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling