+208.8%
C vs AIG
+72.2%
+136.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.4% | -3.1% | -2.0% |
| 7D | -0.4% | +2.2% | -2.6% | -1.9% |
| 30D | -5.2% | +6.9% | -12.0% | -9.5% |
| 3M | -9.1% | +6.8% | -15.9% | -13.4% |
| 6M | -1.6% | +9.2% | -10.8% | -8.3% |
| YTD | +6.9% | -1.9% | +8.9% | +6.1% |
| 1Y | +23.0% | +9.7% | +13.3% | +12.7% |
| 3Y | +216.1% | +37.9% | +178.2% | +141.9% |
| 5Y | +112.2% | +56.8% | +55.4% | +44.0% |
| 10Y | +208.8% | +67.6% | +141.2% | +54.5% |
| All | +208.8% | +72.2% | +136.6% | +54.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling