0.0%
CNC vs AIG
+33.9%
-33.9%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.4% |
| 7D | -0.9% | -1.2% | +0.2% | -0.6% |
| 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% | +66.5% |
| 1Y | +94.9% | -2.0% | +96.9% | +93.6% |
| 3Y | 0.0% | +34.8% | -34.8% | -4.4% |
| All | 0.0% | +33.9% | -33.9% | -4.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling