-45.9%
CHTR vs AIG
+66.2%
-112.0%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.4% | +3.3% | +3.6% |
| 7D | -4.1% | -1.2% | -2.9% | -3.8% |
| 30D | -3.0% | -1.1% | -1.9% | -2.7% |
| 3M | +4.8% | +0.7% | +4.1% | +4.5% |
| 6M | -35.0% | -2.2% | -32.9% | -34.5% |
| YTD | -30.2% | -10.8% | -19.3% | -28.0% |
| 1Y | -44.8% | -2.0% | -42.7% | -44.6% |
| 3Y | -66.6% | +34.8% | -101.4% | -69.4% |
| 5Y | -81.5% | +55.0% | -136.5% | -83.8% |
| All | -45.9% | +66.2% | -112.0% | -58.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling