+153.8%
B vs AIG
+53.5%
+100.2%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.0% | +0.6% | -1.2% |
| 7D | +2.3% | -1.6% | +3.9% | +2.5% |
| 30D | +1.4% | -5.2% | +6.6% | +1.9% |
| 3M | +12.2% | +1.5% | +10.7% | +12.0% |
| 6M | -2.1% | -3.9% | +1.8% | -1.8% |
| YTD | +2.9% | -11.6% | +14.5% | +4.2% |
| 1Y | +55.3% | -2.9% | +58.2% | +55.0% |
| 3Y | +198.7% | +33.7% | +164.9% | +189.9% |
| 5Y | +153.8% | +52.7% | +101.1% | +148.2% |
| All | +153.8% | +53.5% | +100.2% | +148.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling