+316.4%
CFG vs AIG
+89.8%
+226.6%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.9% | +3.0% | +2.1% |
| 7D | -0.9% | -5.1% | +4.2% | +3.1% |
| 30D | +1.1% | +2.8% | -1.7% | -1.2% |
| 3M | -12.0% | -2.1% | -9.9% | -11.0% |
| 6M | -2.2% | +1.4% | -3.6% | -4.4% |
| YTD | +11.4% | -7.4% | +18.8% | +15.4% |
| 1Y | +27.8% | +4.4% | +23.4% | +20.0% |
| 3Y | +173.3% | +30.0% | +143.3% | +110.2% |
| 5Y | +62.4% | +47.9% | +14.6% | +11.6% |
| 10Y | +249.6% | +74.4% | +175.2% | +90.2% |
| All | +316.4% | +89.8% | +226.6% | +113.3% |
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 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