+3,834.6%
ALL vs AIG
-46.5%
+3,881.1%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.3% |
| 7D | +5.0% | +6.6% | -1.5% | +3.3% |
| 30D | +13.3% | +7.0% | +6.3% | +11.4% |
| 3M | +3.2% | +9.7% | -6.5% | +0.8% |
| 6M | +25.3% | +10.8% | +14.5% | +22.2% |
| YTD | +30.5% | -1.3% | +31.7% | +30.7% |
| 1Y | +29.2% | +8.4% | +20.8% | +26.3% |
| 3Y | +119.1% | +39.0% | +80.1% | +101.0% |
| 5Y | +162.6% | +59.6% | +103.0% | +131.8% |
| 10Y | +378.8% | +68.4% | +310.3% | +298.4% |
| All | +3,834.6% | -46.5% | +3,881.1% | +2,289.3% |
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