+3,716.0%
ALL vs AIG
-51.1%
+3,767.1%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -1.1% |
| 7D | 0.0% | -0.9% | +1.0% | +0.3% |
| 30D | -1.5% | -4.9% | +3.4% | -0.2% |
| 3M | +23.6% | +4.5% | +19.2% | +22.4% |
| 6M | +22.3% | -1.4% | +23.8% | +22.7% |
| YTD | +26.5% | -9.8% | +36.3% | +29.6% |
| 1Y | +27.0% | -4.5% | +31.5% | +28.1% |
| 3Y | +149.6% | +37.4% | +112.1% | +129.8% |
| 5Y | +118.1% | +55.0% | +63.1% | +93.9% |
| 10Y | +369.0% | +63.7% | +305.3% | +293.4% |
| All | +3,716.0% | -51.1% | +3,767.1% | +2,270.5% |
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