+207.7%
B vs AIG
+65.5%
+142.2%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +1.1% |
| 7D | +1.0% | -1.4% | +2.5% | +1.1% |
| 30D | +9.5% | -3.3% | +12.8% | +9.7% |
| 3M | +14.3% | +2.2% | +12.2% | +14.1% |
| 6M | -1.9% | -2.1% | +0.2% | -1.8% |
| YTD | +4.1% | -11.2% | +15.3% | +4.8% |
| 1Y | +56.1% | -2.1% | +58.2% | +55.9% |
| 3Y | +202.0% | +34.4% | +167.6% | +195.8% |
| 5Y | +158.8% | +53.7% | +105.1% | +151.1% |
| All | +207.7% | +65.5% | +142.2% | +157.5% |
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