+274.2%
CME vs AIG
+66.2%
+208.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.4% |
| 7D | -1.6% | -1.2% | -0.4% | -1.2% |
| 30D | +5.6% | -1.1% | +6.7% | +5.9% |
| 3M | +5.6% | +0.7% | +4.9% | +5.2% |
| 6M | -8.3% | -2.2% | -6.1% | -8.0% |
| YTD | +4.3% | -10.8% | +15.2% | +7.5% |
| 1Y | +9.1% | -2.0% | +11.1% | +8.7% |
| 3Y | +52.1% | +34.8% | +17.2% | +34.3% |
| 5Y | +79.7% | +55.0% | +24.6% | +47.3% |
| All | +274.2% | +66.2% | +208.1% | +150.3% |
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