+65.2%
CME vs AIG
+39.0%
+26.1%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | -0.1% |
| 7D | +2.7% | +2.0% | +0.7% | +2.3% |
| 30D | +13.5% | +6.3% | +7.1% | +12.4% |
| 3M | +20.9% | +9.2% | +11.7% | +19.3% |
| 6M | +11.5% | +9.5% | +2.0% | +9.8% |
| YTD | +19.5% | -1.6% | +21.1% | +19.4% |
| 1Y | +17.2% | +8.5% | +8.8% | +15.5% |
| All | +65.2% | +39.0% | +26.1% | +48.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling