+5,393.0%
CL vs AIG
-17.5%
+5,410.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.4% | -1.0% | +1.2% |
| 7D | +0.5% | -3.4% | +3.9% | +0.9% |
| 30D | +11.6% | +3.4% | +8.2% | +11.2% |
| 3M | +5.6% | +1.7% | +3.9% | +5.4% |
| 6M | +13.2% | +5.7% | +7.5% | +12.4% |
| YTD | +26.9% | -5.1% | +32.0% | +27.5% |
| 1Y | +27.3% | +6.1% | +21.3% | +26.3% |
| 3Y | +39.7% | +35.5% | +4.3% | +34.4% |
| 5Y | +41.3% | +51.9% | -10.6% | +33.2% |
| 10Y | +76.3% | +68.2% | +8.1% | +58.8% |
| All | +5,393.0% | -17.5% | +5,410.5% | +2,629.7% |
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