+132.5%
CNP vs AIG
+66.2%
+66.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.2% |
| 7D | -1.4% | -1.2% | -0.3% | -1.0% |
| 30D | -2.9% | -1.1% | -1.9% | -2.6% |
| 3M | -7.5% | +0.7% | -8.2% | -8.0% |
| 6M | -7.9% | -2.2% | -5.7% | -7.6% |
| YTD | +3.7% | -10.8% | +14.6% | +7.4% |
| 1Y | +4.6% | -2.0% | +6.6% | +4.0% |
| 3Y | +49.1% | +34.8% | +14.3% | +28.2% |
| 5Y | +69.2% | +55.0% | +14.2% | +32.6% |
| All | +132.5% | +66.2% | +66.3% | +38.5% |
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