+140.2%
CMS vs AIG
+67.5%
+72.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.6% |
| 7D | +1.7% | +6.6% | -4.8% | +0.5% |
| 30D | +6.2% | +7.0% | -0.8% | +4.9% |
| 3M | +0.6% | +9.7% | -9.1% | -1.1% |
| 6M | -1.8% | +10.8% | -12.6% | -3.7% |
| YTD | +3.8% | -1.3% | +5.1% | +3.7% |
| 1Y | -1.8% | +8.4% | -10.1% | -3.7% |
| 3Y | +39.8% | +39.0% | +0.8% | +30.1% |
| 5Y | +37.1% | +59.6% | -22.5% | +22.7% |
| All | +140.2% | +67.5% | +72.6% | +86.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling