+45.5%
AMZN vs AIG
+52.4%
-6.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.2% | -1.9% |
| 7D | -1.0% | -1.4% | +0.4% | -0.5% |
| 30D | -9.2% | -3.3% | -5.9% | -8.1% |
| 3M | +3.4% | +2.2% | +1.2% | +2.1% |
| 6M | +18.2% | -2.1% | +20.3% | +18.4% |
| YTD | +9.3% | -11.2% | +20.5% | +13.3% |
| 1Y | +5.9% | -2.1% | +8.1% | +4.9% |
| 3Y | +82.6% | +34.4% | +48.2% | +55.1% |
| All | +45.5% | +52.4% | -6.9% | +15.6% |
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