+53.5%
CME vs AIG
+34.0%
+19.5%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.0% | +0.9% | -0.8% |
| 7D | -2.9% | -1.6% | -1.3% | -2.6% |
| 30D | +5.5% | -5.2% | +10.7% | +6.4% |
| 3M | +11.0% | +1.5% | +9.5% | +10.6% |
| 6M | -9.7% | -3.9% | -5.8% | -9.4% |
| YTD | +4.9% | -11.6% | +16.5% | +6.6% |
| 1Y | +10.1% | -2.9% | +13.0% | +10.2% |
| 3Y | +53.5% | +33.7% | +19.8% | +40.1% |
| All | +53.5% | +34.0% | +19.5% | +40.1% |
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