+7,857.7%
CI vs AIG
-17.5%
+7,875.2%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.4% | -1.7% | +0.1% |
| 7D | +0.1% | -3.4% | +3.5% | +0.9% |
| 30D | +4.7% | +3.4% | +1.3% | +3.9% |
| 3M | +5.2% | +1.7% | +3.5% | +4.8% |
| 6M | +3.8% | +5.7% | -1.9% | +2.4% |
| YTD | +9.2% | -5.1% | +14.3% | +10.1% |
| 1Y | +14.3% | +6.1% | +8.2% | +12.3% |
| 3Y | +8.4% | +35.5% | -27.0% | +0.3% |
| 5Y | +50.0% | +51.9% | -1.9% | +33.9% |
| 10Y | +142.2% | +68.2% | +74.0% | +103.1% |
| All | +7,857.7% | -17.5% | +7,875.2% | +2,725.4% |
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