+55.4%
CAH vs AIG
-1.2%
+56.6%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.7% |
| 7D | -5.1% | -1.2% | -3.9% | -4.9% |
| 30D | +0.2% | -1.1% | +1.2% | +0.3% |
| 3M | +6.3% | +0.7% | +5.6% | +6.5% |
| 6M | +9.4% | -2.2% | +11.6% | +9.7% |
| YTD | +15.0% | -10.8% | +25.8% | +16.7% |
| 1Y | +55.4% | -2.0% | +57.5% | +53.4% |
| All | +55.4% | -1.2% | +56.6% | +53.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling