+475.1%
CMS vs AIG
-14.7%
+489.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.4% | -3.0% | -0.1% |
| 7D | +0.5% | +2.2% | -1.7% | +0.2% |
| 30D | +7.4% | +6.9% | +0.6% | +6.5% |
| 3M | +1.9% | +6.8% | -4.9% | +1.0% |
| 6M | -2.3% | +9.2% | -11.6% | -3.5% |
| YTD | +3.0% | -1.9% | +4.9% | +2.9% |
| 1Y | -2.8% | +9.7% | -12.4% | -4.2% |
| 3Y | +37.9% | +37.9% | 0.0% | +31.3% |
| 5Y | +34.0% | +56.8% | -22.9% | +24.3% |
| 10Y | +138.1% | +67.6% | +70.5% | +110.5% |
| All | +475.1% | -14.7% | +489.8% | +348.4% |
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 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