0.0%
CMS vs AIG
-2.8%
+2.8%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.5% | +0.7% |
| 7D | +1.2% | -1.6% | +2.8% | +1.4% |
| 30D | -3.2% | -5.2% | +2.1% | -2.7% |
| 3M | -2.2% | +1.5% | -3.7% | -2.3% |
| 6M | -9.4% | -3.9% | -5.5% | -9.4% |
| YTD | +0.7% | -11.6% | +12.3% | +1.0% |
| All | 0.0% | -2.8% | +2.8% | -1.2% |
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