+1,914.6%
CLS vs AIG
+67.5%
+1,847.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.4% | -5.7% | -5.5% |
| 7D | +16.3% | +6.6% | +9.7% | +13.0% |
| 30D | -25.7% | +7.0% | -32.7% | -28.3% |
| 3M | -30.9% | +9.7% | -40.6% | -34.2% |
| 6M | -35.5% | +10.8% | -46.3% | -39.5% |
| YTD | -18.7% | -1.3% | -17.4% | -20.4% |
| 1Y | -17.9% | +8.4% | -26.3% | -23.7% |
| 3Y | +838.1% | +39.0% | +799.1% | +637.7% |
| 5Y | +1,971.9% | +59.6% | +1,912.3% | +1,377.3% |
| All | +1,914.6% | +67.5% | +1,847.1% | +955.9% |
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