+56.1%
B vs AIG
-2.4%
+58.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +1.2% |
| 7D | +1.0% | -1.4% | +2.5% | +0.9% |
| 30D | +9.5% | -3.3% | +12.8% | +9.1% |
| 3M | +14.3% | +2.2% | +12.2% | +14.9% |
| 6M | -1.9% | -2.1% | +0.2% | -2.0% |
| YTD | +4.1% | -11.2% | +15.3% | +1.6% |
| 1Y | +56.1% | -2.1% | +58.2% | +60.6% |
| All | +56.1% | -2.4% | +58.5% | +60.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling