+182.3%
CFG vs AIG
+32.1%
+150.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.9% | +3.0% | +1.0% |
| 7D | -0.9% | -5.1% | +4.2% | +1.6% |
| 30D | +1.1% | +2.8% | -1.7% | -0.4% |
| 3M | -12.0% | -2.1% | -9.9% | -11.2% |
| 6M | -2.2% | +1.4% | -3.6% | -3.4% |
| YTD | +11.4% | -7.4% | +18.8% | +15.3% |
| 1Y | +27.8% | +4.4% | +23.4% | +22.4% |
| All | +182.3% | +32.1% | +150.1% | +150.4% |
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