+459.7%
CMS vs AIG
-21.5%
+481.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.7% | -0.1% |
| 7D | +0.4% | -0.9% | +1.3% | +0.5% |
| 30D | -3.6% | -4.9% | +1.3% | -3.0% |
| 3M | -1.9% | +4.5% | -6.4% | -2.5% |
| 6M | -11.0% | -1.4% | -9.5% | -10.9% |
| YTD | +0.2% | -9.8% | +10.0% | +1.3% |
| 1Y | -1.3% | -4.5% | +3.2% | -1.1% |
| 3Y | +35.9% | +37.4% | -1.5% | +29.5% |
| 5Y | +23.1% | +55.0% | -31.9% | +14.4% |
| 10Y | +117.9% | +63.7% | +54.2% | +93.3% |
| All | +459.7% | -21.5% | +481.2% | +341.2% |
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 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