+6,781.2%
CME vs AIG
-89.3%
+6,870.5%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.6% | -0.1% |
| 7D | -1.6% | -0.9% | -0.6% | -1.4% |
| 30D | +6.2% | -4.9% | +11.1% | +7.4% |
| 3M | +10.4% | +4.5% | +6.0% | +9.3% |
| 6M | -9.5% | -1.4% | -8.1% | -9.5% |
| YTD | +6.0% | -9.8% | +15.8% | +8.0% |
| 1Y | +9.3% | -4.5% | +13.8% | +9.7% |
| 3Y | +57.7% | +37.4% | +20.2% | +44.9% |
| 5Y | +77.7% | +55.0% | +22.7% | +56.7% |
| 10Y | +281.2% | +63.7% | +217.6% | +217.1% |
| All | +6,781.2% | -89.3% | +6,870.5% | +8,092.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling