+150.9%
CI vs AIG
+69.4%
+81.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.8% |
| 7D | -1.3% | +1.4% | -2.7% | -1.9% |
| 30D | +6.4% | +6.6% | -0.2% | +3.7% |
| 3M | +10.7% | +7.9% | +2.8% | +7.3% |
| 6M | +5.5% | +10.4% | -4.9% | +1.1% |
| YTD | +11.4% | -1.3% | +12.7% | +11.1% |
| 1Y | +15.0% | +11.5% | +3.6% | +9.1% |
| 3Y | +9.0% | +38.8% | -29.8% | -7.0% |
| 5Y | +52.0% | +57.8% | -5.9% | +19.9% |
| 10Y | +150.9% | +68.4% | +82.5% | +58.2% |
| All | +150.9% | +69.4% | +81.5% | +58.2% |
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