+122.2%
CMS vs AIG
+63.9%
+58.4%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -1.0% |
| 7D | +0.2% | -1.4% | +1.6% | +0.4% |
| 30D | -1.3% | -3.3% | +2.0% | -0.7% |
| 3M | -5.4% | +2.2% | -7.6% | -5.8% |
| 6M | -10.3% | -2.1% | -8.2% | -10.2% |
| YTD | -0.2% | -11.2% | +11.0% | +1.6% |
| 1Y | -0.9% | -2.1% | +1.3% | -1.0% |
| 3Y | +34.0% | +34.4% | -0.4% | +25.5% |
| 5Y | +23.6% | +53.7% | -30.2% | +11.4% |
| 10Y | +122.2% | +64.4% | +57.8% | +71.9% |
| All | +122.2% | +63.9% | +58.4% | +71.9% |
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