-1.8%
CMS vs AIG
+8.7%
-10.5%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.6% |
| 7D | +1.7% | +6.6% | -4.8% | +0.9% |
| 30D | +6.2% | +7.0% | -0.8% | +5.4% |
| 3M | +0.6% | +9.7% | -9.1% | -0.3% |
| 6M | -1.8% | +10.8% | -12.6% | -2.9% |
| YTD | +3.8% | -1.3% | +5.1% | +2.0% |
| 1Y | -1.8% | +8.4% | -10.1% | -3.4% |
| All | -1.8% | +8.7% | -10.5% | -3.4% |
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 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