+25,808.1%
CAT vs AIG
-21.5%
+25,829.6%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.6% | +1.9% |
| 7D | +1.7% | -0.9% | +2.6% | +1.9% |
| 30D | -6.6% | -4.9% | -1.7% | -5.5% |
| 3M | -13.3% | +4.5% | -17.8% | -14.4% |
| 6M | +11.6% | -1.4% | +13.1% | +11.5% |
| YTD | +42.9% | -9.8% | +52.7% | +45.4% |
| 1Y | +95.4% | -4.5% | +100.0% | +95.6% |
| 3Y | +196.6% | +37.4% | +159.1% | +173.6% |
| 5Y | +321.7% | +55.0% | +266.7% | +278.5% |
| 10Y | +1,140.8% | +63.7% | +1,077.1% | +966.8% |
| All | +25,808.1% | -21.5% | +25,829.6% | +13,210.7% |
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