+18,551.4%
CAT vs AIG
-14.7%
+18,566.1%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.4% | -5.8% | -3.1% |
| 7D | -6.3% | +2.2% | -8.5% | -6.8% |
| 30D | -26.8% | +6.9% | -33.7% | -28.0% |
| 3M | -30.0% | +6.8% | -36.8% | -31.2% |
| 6M | -34.6% | +9.2% | -43.8% | -36.3% |
| YTD | +2.9% | -1.9% | +4.8% | +2.5% |
| 1Y | +3.3% | +9.7% | -6.4% | +0.2% |
| 3Y | +153.7% | +37.9% | +115.8% | +133.2% |
| 5Y | +207.3% | +56.8% | +150.5% | +174.3% |
| 10Y | +674.0% | +67.6% | +606.4% | +558.9% |
| All | +18,551.4% | -14.7% | +18,566.1% | +9,283.4% |
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