+101.5%
CFG vs AIG
+53.5%
+48.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.0% | +0.9% | +0.3% |
| 7D | +2.7% | -1.6% | +4.3% | +3.9% |
| 30D | -3.7% | -5.2% | +1.5% | 0.0% |
| 3M | +9.5% | +1.5% | +8.0% | +7.7% |
| 6M | +22.2% | -3.9% | +26.2% | +24.7% |
| YTD | +22.3% | -11.6% | +33.9% | +31.7% |
| 1Y | +39.4% | -2.9% | +42.4% | +38.8% |
| 3Y | +188.5% | +33.7% | +154.7% | +115.1% |
| 5Y | +101.5% | +52.7% | +48.9% | +31.0% |
| All | +101.5% | +53.5% | +48.0% | +31.0% |
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