+165.0%
CMI vs AIG
+53.2%
+111.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +1.1% |
| 7D | -0.7% | -1.2% | +0.4% | -0.3% |
| 30D | -12.4% | -1.1% | -11.3% | -12.1% |
| 3M | -14.8% | +0.7% | -15.5% | -15.5% |
| 6M | +0.8% | -2.2% | +3.0% | +0.8% |
| YTD | +10.2% | -10.8% | +21.0% | +14.3% |
| 1Y | +37.4% | -2.0% | +39.5% | +35.5% |
| 3Y | +153.3% | +34.8% | +118.4% | +108.5% |
| All | +165.0% | +53.2% | +111.8% | +91.3% |
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