+208.1%
C vs AIG
+30.9%
+177.3%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.9% | +4.4% | +2.1% |
| 7D | -2.4% | -5.1% | +2.7% | -0.3% |
| 30D | -6.0% | +2.8% | -8.7% | -7.2% |
| 3M | -10.5% | -2.1% | -8.4% | -9.9% |
| 6M | -5.7% | +1.4% | -7.1% | -6.8% |
| YTD | +4.1% | -7.4% | +11.5% | +7.2% |
| 1Y | +20.5% | +4.4% | +16.0% | +16.2% |
| 3Y | +208.1% | +30.0% | +178.1% | +170.9% |
| All | +208.1% | +30.9% | +177.3% | +170.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling