+465.5%
CMS vs AIG
-19.4%
+485.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.9% | +1.8% | -1.6% |
| 7D | -1.3% | -5.1% | +3.8% | -0.6% |
| 30D | +6.3% | +2.8% | +3.6% | +5.9% |
| 3M | -2.1% | -2.1% | +0.1% | -1.8% |
| 6M | -5.1% | +1.4% | -6.5% | -5.3% |
| YTD | +1.3% | -7.4% | +8.6% | +2.0% |
| 1Y | -1.4% | +4.4% | -5.8% | -2.2% |
| 3Y | +36.9% | +30.0% | +6.9% | +31.4% |
| 5Y | +32.5% | +47.9% | -15.3% | +24.0% |
| 10Y | +126.8% | +74.4% | +52.4% | +99.5% |
| All | +465.5% | -19.4% | +485.0% | +344.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling