+19,269.7%
CMI vs AIG
-22.8%
+19,292.5%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.3% |
| 7D | +0.7% | -1.4% | +2.1% | +1.1% |
| 30D | -12.3% | -3.3% | -9.0% | -11.6% |
| 3M | -16.8% | +2.2% | -19.0% | -17.5% |
| 6M | +1.5% | -2.1% | +3.6% | +1.6% |
| YTD | +9.8% | -11.2% | +21.0% | +12.3% |
| 1Y | +42.6% | -2.1% | +44.7% | +41.8% |
| 3Y | +151.0% | +34.4% | +116.6% | +128.9% |
| 5Y | +167.0% | +53.7% | +113.3% | +134.4% |
| 10Y | +512.2% | +64.4% | +447.8% | +405.1% |
| All | +19,269.7% | -22.8% | +19,292.5% | +12,170.4% |
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