+175.5%
CAH vs AIG
+33.4%
+142.2%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | -5.1% | -2.4% | -2.7% | -4.4% |
| 30D | -1.8% | -2.9% | +1.2% | -1.0% |
| 3M | +9.4% | +0.8% | +8.6% | +9.2% |
| 6M | +9.2% | -2.7% | +11.9% | +9.9% |
| YTD | +15.7% | -11.2% | +26.9% | +19.1% |
| 1Y | +59.7% | -1.5% | +61.3% | +58.9% |
| All | +175.5% | +33.4% | +142.2% | +155.4% |
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 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