+4,369.3%
CNC vs AIG
-92.0%
+4,461.3%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.9% |
| 7D | -4.9% | -1.4% | -3.4% | -4.7% |
| 30D | -3.8% | -3.3% | -0.4% | -3.3% |
| 3M | -3.2% | +2.2% | -5.4% | -3.6% |
| 6M | +47.9% | -2.1% | +50.0% | +48.1% |
| YTD | +55.7% | -11.2% | +66.9% | +58.0% |
| 1Y | +106.2% | -2.1% | +108.4% | +106.1% |
| 3Y | -2.1% | +34.4% | -36.4% | -6.6% |
| 5Y | +3.4% | +53.7% | -50.3% | -3.9% |
| 10Y | +91.7% | +64.4% | +27.3% | +70.6% |
| All | +4,369.3% | -92.0% | +4,461.3% | +5,546.4% |
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