+42.7%
CI vs AIG
+53.4%
-10.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.4% | +0.7% |
| 7D | -1.1% | -1.4% | +0.3% | -0.6% |
| 30D | +0.5% | -3.3% | +3.8% | +1.7% |
| 3M | -5.2% | +2.2% | -7.4% | -6.0% |
| 6M | +4.3% | -2.1% | +6.5% | +4.7% |
| YTD | +2.8% | -11.2% | +14.0% | +6.7% |
| 1Y | -5.8% | -2.1% | -3.7% | -6.0% |
| 3Y | +4.7% | +34.4% | -29.6% | -8.7% |
| 5Y | +42.7% | +53.7% | -11.0% | +13.8% |
| All | +42.7% | +53.4% | -10.7% | +13.8% |
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