+1,157.1%
CAT vs AIG
+63.9%
+1,093.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -1.1% |
| 7D | +2.9% | -1.4% | +4.4% | +3.6% |
| 30D | -2.6% | -3.3% | +0.7% | -1.2% |
| 3M | -10.7% | +2.2% | -12.8% | -12.1% |
| 6M | +16.1% | -2.1% | +18.3% | +16.2% |
| YTD | +43.2% | -11.2% | +54.4% | +49.2% |
| 1Y | +96.8% | -2.1% | +98.9% | +94.2% |
| 3Y | +201.4% | +34.4% | +167.0% | +152.9% |
| 5Y | +332.7% | +53.7% | +279.0% | +236.3% |
| 10Y | +1,157.1% | +64.4% | +1,092.7% | +743.1% |
| All | +1,157.1% | +63.9% | +1,093.2% | +743.1% |
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