+326.8%
CFG vs AIG
+100.9%
+225.9%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.4% | -3.8% | -3.0% |
| 7D | +0.7% | +2.2% | -1.5% | -1.1% |
| 30D | +2.8% | +6.9% | -4.1% | -2.6% |
| 3M | -10.1% | +6.8% | -16.9% | -15.0% |
| 6M | +3.2% | +9.2% | -6.1% | -4.9% |
| YTD | +14.2% | -1.9% | +16.1% | +13.1% |
| 1Y | +27.4% | +9.7% | +17.8% | +15.1% |
| 3Y | +187.6% | +37.9% | +149.7% | +111.2% |
| 5Y | +65.7% | +56.8% | +8.9% | +8.7% |
| 10Y | +219.7% | +67.6% | +152.1% | +79.4% |
| All | +326.8% | +100.9% | +225.9% | +109.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling