+3,994.3%
CMG vs AIG
-90.5%
+4,084.8%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.5% | -3.0% | -2.6% |
| 7D | -6.5% | -1.4% | -5.0% | -6.3% |
| 30D | +12.1% | -3.3% | +15.4% | +12.6% |
| 3M | +20.6% | +2.2% | +18.4% | +20.1% |
| 6M | +2.1% | -2.1% | +4.2% | +2.3% |
| YTD | -2.6% | -11.2% | +8.6% | -1.2% |
| 1Y | -8.7% | -2.1% | -6.6% | -8.7% |
| 3Y | -7.4% | +34.4% | -41.7% | -11.5% |
| 5Y | -5.7% | +53.7% | -59.4% | -12.0% |
| 10Y | +322.3% | +64.4% | +257.9% | +275.5% |
| All | +3,994.3% | -90.5% | +4,084.8% | +7,786.7% |
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