+57.3%
CL vs AIG
+63.9%
-6.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.5% |
| 7D | -2.3% | -1.4% | -0.9% | -2.1% |
| 30D | -5.5% | -3.3% | -2.2% | -5.0% |
| 3M | +0.8% | +2.2% | -1.3% | +0.4% |
| 6M | -4.2% | -2.1% | -2.1% | -3.9% |
| YTD | +13.4% | -11.2% | +24.6% | +15.4% |
| 1Y | +7.1% | -2.1% | +9.2% | +7.1% |
| 3Y | +29.0% | +34.4% | -5.3% | +22.0% |
| 5Y | +28.3% | +53.7% | -25.4% | +17.5% |
| 10Y | +57.3% | +64.4% | -7.1% | +33.0% |
| All | +57.3% | +63.9% | -6.6% | +33.0% |
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