+358.0%
ALL vs AIG
+65.5%
+292.5%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -4.3% | -2.4% | -1.9% | -3.3% |
| 30D | -3.6% | -2.9% | -0.6% | -2.3% |
| 3M | +13.2% | +0.8% | +12.4% | +12.9% |
| 6M | +22.5% | -2.7% | +25.2% | +23.8% |
| YTD | +22.7% | -11.2% | +33.9% | +28.7% |
| 1Y | +28.3% | -1.5% | +29.8% | +28.2% |
| 3Y | +152.0% | +34.4% | +117.7% | +119.6% |
| 5Y | +115.4% | +54.4% | +61.0% | +74.5% |
| All | +358.0% | +65.5% | +292.5% | +222.9% |
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