+7.3%
AON vs AIG
+53.2%
-45.9%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.1% | -1.8% |
| 7D | -6.3% | -1.2% | -5.2% | -5.9% |
| 30D | -14.1% | -1.1% | -13.0% | -13.7% |
| 3M | -9.5% | +0.7% | -10.2% | -9.6% |
| 6M | -4.0% | -2.2% | -1.8% | -3.3% |
| YTD | -13.8% | -10.8% | -3.0% | -10.4% |
| 1Y | -18.3% | -2.0% | -16.3% | -18.1% |
| 3Y | -7.2% | +34.8% | -42.0% | -17.8% |
| All | +7.3% | +53.2% | -45.9% | -11.0% |
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