+199.6%
ARM vs AIG
+45.2%
+154.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.4% | -5.0% | -4.7% |
| 7D | +9.1% | +6.6% | +2.5% | +8.1% |
| 30D | -19.9% | +7.0% | -27.0% | -21.0% |
| 3M | -31.6% | +9.7% | -41.3% | -32.9% |
| 6M | -13.9% | +10.8% | -24.7% | -16.0% |
| YTD | +74.3% | -1.3% | +75.6% | +75.9% |
| 1Y | +35.8% | +8.4% | +27.4% | +32.0% |
| 3Y | +268.6% | +39.0% | +229.6% | +243.7% |
| All | +199.6% | +45.2% | +154.4% | +172.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling