+26.0%
C vs AIG
+6.0%
+20.1%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.5% | +0.2% | +1.4% |
| 7D | +1.1% | +2.3% | -1.2% | +0.7% |
| 30D | -2.4% | +8.8% | -11.2% | -3.7% |
| 3M | -8.4% | +3.7% | -12.1% | -8.9% |
| 6M | +0.3% | +6.8% | -6.4% | -0.7% |
| YTD | +9.1% | -2.6% | +11.8% | +9.3% |
| 1Y | +26.0% | +3.7% | +22.3% | +24.9% |
| All | +26.0% | +6.0% | +20.1% | +24.9% |
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 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