+3,820.6%
ALL vs AIG
-46.7%
+3,867.3%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.1% | +1.8% |
| 7D | 0.0% | +2.0% | -2.0% | -0.5% |
| 30D | +12.8% | +6.3% | +6.5% | +11.1% |
| 3M | +4.7% | +9.2% | -4.5% | +2.4% |
| 6M | +24.9% | +9.5% | +15.4% | +22.2% |
| YTD | +30.0% | -1.6% | +31.6% | +30.3% |
| 1Y | +29.9% | +8.5% | +21.5% | +27.0% |
| 3Y | +117.5% | +38.3% | +79.2% | +99.9% |
| 5Y | +161.7% | +59.0% | +102.6% | +131.2% |
| 10Y | +377.1% | +67.8% | +309.2% | +297.3% |
| All | +3,820.6% | -46.7% | +3,867.3% | +2,282.9% |
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 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