+2,885.9%
ALB vs AIG
-52.2%
+2,938.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.8% | -3.6% | -4.3% |
| 7D | -8.1% | -0.9% | -7.1% | -7.9% |
| 30D | +6.3% | -4.9% | +11.1% | +7.5% |
| 3M | -23.6% | +4.5% | -28.0% | -24.5% |
| 6M | -24.6% | -1.4% | -23.2% | -24.6% |
| YTD | -10.3% | -9.8% | -0.5% | -8.8% |
| 1Y | +61.5% | -4.5% | +66.0% | +61.7% |
| 3Y | -34.0% | +37.4% | -71.4% | -39.0% |
| 5Y | -44.6% | +55.0% | -99.6% | -50.0% |
| 10Y | +76.1% | +63.7% | +12.4% | +52.9% |
| All | +2,885.9% | -52.2% | +2,938.1% | +2,336.0% |
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