+14,787.4%
CAH vs AIG
-22.8%
+14,810.2%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.3% |
| 7D | -2.2% | -1.4% | -0.8% | -2.0% |
| 30D | +1.2% | -3.3% | +4.5% | +1.7% |
| 3M | +13.1% | +2.2% | +10.9% | +12.7% |
| 6M | +8.5% | -2.1% | +10.6% | +8.8% |
| YTD | +17.6% | -11.2% | +28.8% | +19.5% |
| 1Y | +60.7% | -2.1% | +62.8% | +60.6% |
| 3Y | +183.2% | +34.4% | +148.8% | +168.7% |
| 5Y | +402.2% | +53.7% | +348.5% | +364.0% |
| 10Y | +302.3% | +64.4% | +237.9% | +257.3% |
| All | +14,787.4% | -22.8% | +14,810.2% | +8,972.2% |
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