+291.5%
C vs AIG
+65.5%
+226.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +0.3% | -2.4% | +2.6% | +1.9% |
| 30D | +2.0% | -2.9% | +5.0% | +4.0% |
| 3M | +4.4% | +0.8% | +3.6% | +3.3% |
| 6M | +28.3% | -2.7% | +31.0% | +29.4% |
| YTD | +20.5% | -11.2% | +31.7% | +28.4% |
| 1Y | +45.5% | -1.5% | +47.1% | +43.3% |
| 3Y | +274.0% | +34.4% | +239.7% | +191.1% |
| 5Y | +136.1% | +54.4% | +81.7% | +61.6% |
| All | +291.5% | +65.5% | +226.0% | +107.8% |
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