+69.9%
CNP vs AIG
+53.4%
+16.5%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.3% | -1.0% |
| 7D | +0.7% | -1.4% | +2.1% | +1.0% |
| 30D | -0.1% | -3.3% | +3.3% | +0.7% |
| 3M | -5.6% | +2.2% | -7.8% | -6.2% |
| 6M | -7.5% | -2.1% | -5.4% | -7.2% |
| YTD | +5.5% | -11.2% | +16.7% | +8.0% |
| 1Y | +8.3% | -2.1% | +10.5% | +8.0% |
| 3Y | +51.8% | +34.4% | +17.4% | +37.7% |
| 5Y | +69.9% | +53.7% | +16.2% | +45.5% |
| All | +69.9% | +53.4% | +16.5% | +45.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling