+196.4%
CFG vs AIG
+37.6%
+158.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.8% | +0.4% |
| 7D | +1.5% | -0.9% | +2.5% | +2.1% |
| 30D | -3.8% | -4.9% | +1.0% | -1.2% |
| 3M | +11.5% | +4.5% | +7.0% | +8.3% |
| 6M | +19.2% | -1.4% | +20.6% | +19.4% |
| YTD | +23.7% | -9.8% | +33.5% | +30.3% |
| 1Y | +38.8% | -4.5% | +43.4% | +40.3% |
| All | +196.4% | +37.6% | +158.8% | +115.9% |
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