-37.7%
CAG vs AIG
+66.2%
-103.8%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.7% |
| 7D | -5.7% | -1.2% | -4.5% | -5.5% |
| 30D | -2.4% | -1.1% | -1.3% | -2.3% |
| 3M | +9.8% | +0.7% | +9.1% | +9.6% |
| 6M | -10.8% | -2.2% | -8.7% | -10.6% |
| YTD | -10.8% | -10.8% | 0.0% | -9.5% |
| 1Y | -19.0% | -2.0% | -16.9% | -18.9% |
| 3Y | -39.7% | +34.8% | -74.5% | -42.5% |
| 5Y | -43.0% | +55.0% | -98.0% | -47.1% |
| All | -37.7% | +66.2% | -103.8% | -41.6% |
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