+3.3%
CAT vs AIG
+10.1%
-6.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.4% | -5.8% | -2.0% |
| 7D | -6.3% | +2.2% | -8.5% | -6.1% |
| 30D | -26.8% | +6.9% | -33.7% | -26.4% |
| 3M | -30.0% | +6.8% | -36.8% | -29.6% |
| 6M | -34.6% | +9.2% | -43.8% | -34.0% |
| YTD | +2.9% | -1.9% | +4.8% | +3.0% |
| 1Y | +3.3% | +9.7% | -6.4% | -0.3% |
| All | +3.3% | +10.1% | -6.8% | -0.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling