+208.5%
CFG vs AIG
+67.5%
+141.0%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.3% | +0.3% |
| 7D | +3.2% | +6.6% | -3.4% | -1.8% |
| 30D | +5.1% | +7.0% | -1.9% | -0.5% |
| 3M | -11.2% | +9.7% | -20.9% | -17.8% |
| 6M | +9.6% | +10.8% | -1.2% | -0.1% |
| YTD | +15.0% | -1.3% | +16.2% | +13.3% |
| 1Y | +29.9% | +8.4% | +21.5% | +18.5% |
| 3Y | +192.1% | +39.0% | +153.1% | +113.2% |
| 5Y | +62.3% | +59.6% | +2.7% | +5.0% |
| All | +208.5% | +67.5% | +141.0% | +59.5% |
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