+33.9%
ALNY vs AIG
+53.2%
-19.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.4% |
| 7D | -6.5% | -1.2% | -5.4% | -6.3% |
| 30D | +11.0% | -1.1% | +12.1% | +11.3% |
| 3M | -14.1% | +0.7% | -14.7% | -14.1% |
| 6M | -22.4% | -2.2% | -20.2% | -22.0% |
| YTD | -37.5% | -10.8% | -26.6% | -35.8% |
| 1Y | -46.9% | -2.0% | -44.9% | -47.1% |
| 3Y | +22.1% | +34.8% | -12.8% | +8.1% |
| All | +33.9% | +53.2% | -19.3% | +7.9% |
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 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