+306.8%
CFG vs AIG
+63.9%
+242.9%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -1.3% |
| 7D | -0.6% | -1.4% | +0.9% | +0.5% |
| 30D | -4.5% | -3.3% | -1.2% | -2.0% |
| 3M | +6.3% | +2.2% | +4.1% | +3.9% |
| 6M | +20.6% | -2.1% | +22.7% | +21.3% |
| YTD | +21.2% | -11.2% | +32.4% | +30.4% |
| 1Y | +38.2% | -2.1% | +40.3% | +36.7% |
| 3Y | +185.9% | +34.4% | +151.6% | +114.9% |
| 5Y | +97.0% | +53.7% | +43.3% | +31.6% |
| 10Y | +306.8% | +64.4% | +242.4% | +115.6% |
| All | +306.8% | +63.9% | +242.9% | +115.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling