+202.9%
B vs AIG
+37.6%
+165.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -2.1% |
| 7D | -1.6% | -0.9% | -0.7% | -1.4% |
| 30D | +9.4% | -4.9% | +14.3% | +10.3% |
| 3M | +5.0% | +4.5% | +0.5% | +4.1% |
| 6M | -3.5% | -1.4% | -2.1% | -3.5% |
| YTD | +4.5% | -9.8% | +14.3% | +6.2% |
| 1Y | +67.8% | -4.5% | +72.3% | +68.0% |
| All | +202.9% | +37.6% | +165.3% | +175.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling