+7.1%
CL vs AIG
-2.4%
+9.4%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.6% |
| 7D | -2.3% | -1.4% | -0.9% | -1.9% |
| 30D | -5.5% | -3.3% | -2.2% | -4.7% |
| 3M | +0.8% | +2.2% | -1.3% | +0.3% |
| 6M | -4.2% | -2.1% | -2.1% | -4.1% |
| YTD | +13.4% | -11.2% | +24.6% | +15.1% |
| 1Y | +7.1% | -2.1% | +9.2% | +5.1% |
| All | +7.1% | -2.4% | +9.4% | +5.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling