+5,315.6%
CL vs AIG
-19.4%
+5,335.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.9% | +1.8% | -1.7% |
| 7D | +1.3% | -5.1% | +6.4% | +1.9% |
| 30D | +11.4% | +2.8% | +8.6% | +11.0% |
| 3M | +4.4% | -2.1% | +6.6% | +4.7% |
| 6M | +10.8% | +1.4% | +9.4% | +10.6% |
| YTD | +25.1% | -7.4% | +32.5% | +26.1% |
| 1Y | +28.0% | +4.4% | +23.5% | +27.2% |
| 3Y | +37.6% | +30.0% | +7.6% | +33.0% |
| 5Y | +39.7% | +47.9% | -8.2% | +32.1% |
| 10Y | +75.8% | +74.4% | +1.4% | +57.8% |
| All | +5,315.6% | -19.4% | +5,335.1% | +2,598.5% |
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 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