+79.1%
CME vs AIG
+52.4%
+26.7%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.9% |
| 7D | -0.6% | -1.4% | +0.8% | -0.4% |
| 30D | +4.7% | -3.3% | +8.0% | +5.4% |
| 3M | +7.8% | +2.2% | +5.7% | +7.3% |
| 6M | -11.0% | -2.1% | -8.9% | -10.8% |
| YTD | +4.0% | -11.2% | +15.2% | +6.2% |
| 1Y | +9.1% | -2.1% | +11.2% | +9.0% |
| 3Y | +52.3% | +34.4% | +17.9% | +40.0% |
| All | +79.1% | +52.4% | +26.7% | +54.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling