+131.6%
C vs AIG
+53.5%
+78.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | +0.4% |
| 7D | +3.2% | -1.6% | +4.8% | +4.1% |
| 30D | +1.3% | -5.2% | +6.5% | +4.3% |
| 3M | +3.1% | +1.5% | +1.7% | +1.8% |
| 6M | +29.6% | -3.9% | +33.6% | +31.6% |
| YTD | +19.0% | -11.6% | +30.6% | +26.2% |
| 1Y | +45.6% | -2.9% | +48.6% | +45.0% |
| 3Y | +269.3% | +33.7% | +235.5% | +196.2% |
| 5Y | +131.6% | +52.7% | +78.9% | +64.5% |
| All | +131.6% | +53.5% | +78.0% | +64.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling