+0.4%
CMS vs AIG
+6.0%
-5.6%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.5% | -0.1% | +1.2% |
| 7D | +4.1% | +2.3% | +1.8% | +3.8% |
| 30D | +10.9% | +8.8% | +2.1% | +10.0% |
| 3M | -0.2% | +3.7% | -3.9% | -0.7% |
| 6M | -4.7% | +6.8% | -11.5% | -5.6% |
| YTD | +3.9% | -2.6% | +6.5% | +2.6% |
| 1Y | +0.4% | +3.7% | -3.4% | -0.6% |
| All | +0.4% | +6.0% | -5.6% | -0.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling