+585.0%
CAG vs AIG
-22.8%
+607.8%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.0% |
| 7D | -6.6% | -1.4% | -5.2% | -6.5% |
| 30D | +2.3% | -3.3% | +5.6% | +2.6% |
| 3M | +16.3% | +2.2% | +14.1% | +16.0% |
| 6M | -16.0% | -2.1% | -13.9% | -15.9% |
| YTD | -7.7% | -11.2% | +3.5% | -6.8% |
| 1Y | -16.0% | -2.1% | -13.9% | -16.0% |
| 3Y | -37.7% | +34.4% | -72.1% | -39.6% |
| 5Y | -41.2% | +53.7% | -94.9% | -44.1% |
| 10Y | -33.8% | +64.4% | -98.2% | -39.0% |
| All | +585.0% | -22.8% | +607.8% | +241.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling