+62.3%
CFG vs AIG
+48.3%
+14.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.9% | +3.0% | +1.8% |
| 7D | -0.9% | -5.1% | +4.2% | +2.7% |
| 30D | +1.1% | +2.8% | -1.7% | -1.0% |
| 3M | -12.0% | -2.1% | -9.9% | -11.0% |
| 6M | -2.2% | +1.4% | -3.6% | -4.1% |
| YTD | +11.4% | -7.4% | +18.8% | +15.6% |
| 1Y | +27.8% | +4.4% | +23.4% | +20.5% |
| 3Y | +173.3% | +30.0% | +143.3% | +109.6% |
| All | +62.3% | +48.3% | +14.0% | +9.3% |
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