+54.1%
CCL vs AIG
+34.0%
+20.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.0% | +0.7% | -0.3% |
| 7D | -0.1% | -1.6% | +1.5% | +0.6% |
| 30D | -20.0% | -5.2% | -14.8% | -17.8% |
| 3M | -13.7% | +1.5% | -15.1% | -14.6% |
| 6M | -9.0% | -3.9% | -5.1% | -7.5% |
| YTD | -22.8% | -11.6% | -11.2% | -18.4% |
| 1Y | -25.3% | -2.9% | -22.4% | -25.6% |
| 3Y | +54.1% | +33.7% | +20.3% | +20.4% |
| All | +54.1% | +34.0% | +20.1% | +20.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling