+303.4%
CME vs AIG
+67.5%
+235.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.7% |
| 7D | +3.9% | +6.6% | -2.6% | +1.9% |
| 30D | +11.3% | +7.0% | +4.3% | +9.0% |
| 3M | +19.6% | +9.7% | +9.8% | +16.1% |
| 6M | +8.1% | +10.8% | -2.7% | +4.5% |
| YTD | +20.4% | -1.3% | +21.7% | +20.1% |
| 1Y | +16.5% | +8.4% | +8.1% | +12.7% |
| 3Y | +66.4% | +39.0% | +27.4% | +46.1% |
| 5Y | +74.5% | +59.6% | +14.9% | +42.5% |
| All | +303.4% | +67.5% | +235.9% | +167.2% |
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