-3.1%
CMG vs AIG
+53.2%
-56.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | -2.1% | -1.2% | -0.9% | -1.7% |
| 30D | +10.9% | -1.1% | +12.0% | +11.3% |
| 3M | +15.8% | +0.7% | +15.2% | +15.3% |
| 6M | +6.9% | -2.2% | +9.1% | +7.4% |
| YTD | -2.2% | -10.8% | +8.7% | +1.1% |
| 1Y | -7.1% | -2.0% | -5.1% | -7.3% |
| 3Y | -7.1% | +34.8% | -42.0% | -17.2% |
| All | -3.1% | +53.2% | -56.2% | -19.4% |
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 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