+2,979.8%
ASX vs AIG
-92.9%
+3,072.7%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -3.9% | +10.4% | +7.1% |
| 7D | -19.9% | -5.1% | -14.9% | -19.3% |
| 30D | -30.9% | +2.8% | -33.6% | -31.3% |
| 3M | -15.1% | -2.1% | -13.0% | -15.0% |
| 6M | -6.5% | +1.4% | -7.9% | -7.3% |
| YTD | +98.4% | -7.4% | +105.8% | +99.3% |
| 1Y | +107.9% | +4.4% | +103.4% | +104.4% |
| 3Y | +325.3% | +30.0% | +295.3% | +300.7% |
| 5Y | +447.3% | +47.9% | +399.4% | +402.8% |
| 10Y | +763.2% | +74.4% | +688.8% | +643.5% |
| All | +2,979.8% | -92.9% | +3,072.7% | +3,560.0% |
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 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