+84.9%
CL vs AIG
+72.2%
+12.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.4% | -3.2% | -0.4% |
| 7D | +2.6% | +2.2% | +0.4% | +2.2% |
| 30D | +11.8% | +6.9% | +4.9% | +10.5% |
| 3M | +5.9% | +6.8% | -0.9% | +4.7% |
| 6M | +13.3% | +9.2% | +4.1% | +11.6% |
| YTD | +27.1% | -1.9% | +29.0% | +27.2% |
| 1Y | +28.0% | +9.7% | +18.3% | +25.7% |
| 3Y | +39.4% | +37.9% | +1.5% | +31.2% |
| 5Y | +40.8% | +56.8% | -16.1% | +28.4% |
| 10Y | +84.9% | +67.6% | +17.3% | +57.5% |
| All | +84.9% | +72.2% | +12.7% | +57.5% |
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