+3,585.7%
ALNY vs AIG
-91.3%
+3,677.0%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.9% |
| 7D | -3.5% | -1.4% | -2.1% | -3.3% |
| 30D | +18.9% | -3.3% | +22.2% | +19.5% |
| 3M | -13.3% | +2.2% | -15.5% | -13.6% |
| 6M | -20.3% | -2.1% | -18.1% | -20.0% |
| YTD | -35.1% | -11.2% | -23.9% | -34.0% |
| 1Y | -46.5% | -2.1% | -44.4% | -46.6% |
| 3Y | +28.1% | +34.4% | -6.3% | +20.9% |
| 5Y | +36.1% | +53.7% | -17.6% | +24.8% |
| 10Y | +269.7% | +64.4% | +205.3% | +223.0% |
| All | +3,585.7% | -91.3% | +3,677.0% | +4,788.9% |
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