+7,654.3%
CME vs AIG
-88.3%
+7,742.6%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | +2.7% | +2.0% | +0.7% | +2.2% |
| 30D | +13.5% | +6.3% | +7.1% | +12.0% |
| 3M | +20.9% | +9.2% | +11.7% | +18.6% |
| 6M | +11.5% | +9.5% | +2.0% | +9.2% |
| YTD | +19.5% | -1.6% | +21.1% | +19.4% |
| 1Y | +17.2% | +8.5% | +8.8% | +14.6% |
| 3Y | +65.1% | +38.3% | +26.8% | +51.6% |
| 5Y | +73.1% | +59.0% | +14.1% | +51.9% |
| 10Y | +305.3% | +67.8% | +237.5% | +234.9% |
| All | +7,654.3% | -88.3% | +7,742.6% | +8,956.8% |
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