+30.0%
CL vs AIG
+54.7%
-24.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.6% | -1.3% |
| 7D | -2.2% | -0.9% | -1.2% | -2.0% |
| 30D | -4.8% | -4.9% | 0.0% | -3.9% |
| 3M | +4.9% | +4.5% | +0.4% | +4.0% |
| 6M | -5.7% | -1.4% | -4.3% | -5.6% |
| YTD | +14.4% | -9.8% | +24.2% | +16.2% |
| 1Y | +8.7% | -4.5% | +13.3% | +9.2% |
| 3Y | +30.0% | +37.4% | -7.5% | +22.0% |
| All | +30.0% | +54.7% | -24.6% | +20.4% |
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 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