+114.8%
ALL vs AIG
+53.5%
+61.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.0% | -0.3% | -1.3% |
| 7D | -1.7% | -1.6% | -0.1% | -0.9% |
| 30D | -4.7% | -5.2% | +0.5% | -1.9% |
| 3M | +18.4% | +1.5% | +16.9% | +17.6% |
| 6M | +20.5% | -3.9% | +24.4% | +22.8% |
| YTD | +23.5% | -11.6% | +35.1% | +31.0% |
| 1Y | +29.0% | -2.9% | +31.9% | +29.6% |
| 3Y | +153.7% | +33.7% | +120.0% | +114.3% |
| 5Y | +114.8% | +52.7% | +62.1% | +67.1% |
| All | +114.8% | +53.5% | +61.3% | +67.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling