+803.7%
B vs AIG
-21.5%
+825.3%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -2.2% |
| 7D | -1.6% | -0.9% | -0.7% | -1.5% |
| 30D | +9.4% | -4.9% | +14.3% | +9.7% |
| 3M | +5.0% | +4.5% | +0.5% | +4.7% |
| 6M | -3.5% | -1.4% | -2.1% | -3.5% |
| YTD | +4.5% | -9.8% | +14.3% | +4.8% |
| 1Y | +67.8% | -4.5% | +72.3% | +67.8% |
| 3Y | +196.7% | +37.4% | +159.2% | +192.0% |
| 5Y | +151.9% | +55.0% | +97.0% | +145.8% |
| 10Y | +202.2% | +63.7% | +138.5% | +188.9% |
| All | +803.7% | -21.5% | +825.3% | +956.2% |
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 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