+1.5%
CARR vs AIG
+33.9%
-32.3%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +1.3% |
| 7D | -3.8% | -1.2% | -2.6% | -3.4% |
| 30D | -8.9% | -1.1% | -7.8% | -8.6% |
| 3M | -17.3% | +0.7% | -18.0% | -17.9% |
| 6M | -1.4% | -2.2% | +0.8% | -1.2% |
| YTD | +10.0% | -10.8% | +20.8% | +14.0% |
| 1Y | -6.4% | -2.0% | -4.3% | -7.2% |
| 3Y | +1.5% | +34.8% | -33.3% | -10.5% |
| All | +1.5% | +33.9% | -32.3% | -10.5% |
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