+674.0%
CAT vs AIG
+72.2%
+601.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.4% | -5.8% | -3.9% |
| 7D | -6.3% | +2.2% | -8.5% | -7.3% |
| 30D | -26.8% | +6.9% | -33.7% | -29.2% |
| 3M | -30.0% | +6.8% | -36.8% | -32.5% |
| 6M | -34.6% | +9.2% | -43.8% | -38.0% |
| YTD | +2.9% | -1.9% | +4.8% | +2.0% |
| 1Y | +3.3% | +9.7% | -6.4% | -3.2% |
| 3Y | +153.7% | +37.9% | +115.8% | +110.0% |
| 5Y | +207.3% | +56.8% | +150.5% | +135.8% |
| 10Y | +674.0% | +67.6% | +606.4% | +412.5% |
| All | +674.0% | +72.2% | +601.8% | +412.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling