+5.8%
CNP vs AIG
+8.3%
-2.5%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | -0.1% |
| 7D | +2.5% | +2.0% | +0.4% | +2.3% |
| 30D | +4.0% | +6.3% | -2.3% | +3.5% |
| 3M | +1.6% | +9.2% | -7.5% | +0.8% |
| 6M | -1.7% | +9.5% | -11.2% | -2.6% |
| YTD | +8.6% | -1.6% | +10.3% | +7.1% |
| All | +5.8% | +8.3% | -2.5% | +4.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling