+95.2%
CNC vs AIG
+66.2%
+29.1%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.4% |
| 7D | -0.9% | -1.2% | +0.2% | -0.5% |
| 30D | -1.0% | -1.1% | +0.1% | -0.6% |
| 3M | +4.5% | +0.7% | +3.9% | +4.3% |
| 6M | +85.2% | -2.2% | +87.4% | +85.8% |
| YTD | +61.4% | -10.8% | +72.2% | +66.6% |
| 1Y | +94.9% | -2.0% | +96.9% | +94.1% |
| 3Y | 0.0% | +34.8% | -34.8% | -11.2% |
| 5Y | +11.2% | +55.0% | -43.8% | -7.7% |
| All | +95.2% | +66.2% | +29.1% | +33.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling