+33.9%
CCL vs AIG
+59.1%
-25.3%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.7% | -0.7% |
| 7D | -1.2% | +6.6% | -7.8% | -6.2% |
| 30D | +13.1% | +7.0% | +6.1% | +7.0% |
| 3M | +3.4% | +9.7% | -6.3% | -4.2% |
| 6M | +18.7% | +10.8% | +7.9% | +8.2% |
| YTD | -2.3% | -1.3% | -1.0% | -2.9% |
| 1Y | +14.2% | +8.4% | +5.8% | +4.5% |
| 3Y | +133.6% | +39.0% | +94.6% | +59.5% |
| All | +33.9% | +59.1% | -25.3% | -22.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling