+688.8%
B vs AIG
-14.1%
+703.0%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.2% | -1.6% |
| 7D | -2.7% | +1.4% | -4.1% | -2.7% |
| 30D | -4.3% | +6.6% | -11.0% | -4.6% |
| 3M | -2.3% | +7.9% | -10.2% | -2.6% |
| 6M | -16.2% | +10.4% | -26.6% | -16.6% |
| YTD | -8.8% | -1.3% | -7.5% | -8.9% |
| 1Y | +11.4% | +11.5% | -0.1% | +10.7% |
| 3Y | +174.3% | +38.8% | +135.5% | +169.7% |
| 5Y | +116.2% | +57.8% | +58.3% | +110.7% |
| 10Y | +222.7% | +68.4% | +154.3% | +208.1% |
| All | +688.8% | -14.1% | +703.0% | +818.0% |
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