-62.0%
ALNY vs AIG
+6.0%
-67.9%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.7% | +0.7% |
| 7D | -30.7% | +2.3% | -33.0% | -30.7% |
| 30D | -26.7% | +8.8% | -35.5% | -27.2% |
| 3M | -26.4% | +3.7% | -30.1% | -26.5% |
| 6M | -45.9% | +6.8% | -52.7% | -46.0% |
| YTD | -59.5% | -2.6% | -56.8% | -60.7% |
| 1Y | -62.0% | +3.7% | -65.7% | -62.4% |
| All | -62.0% | +6.0% | -67.9% | -62.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling