+5,555.9%
COF vs AIG
-55.4%
+5,611.4%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.4% |
| 7D | -5.1% | -1.2% | -4.0% | -4.7% |
| 30D | -6.0% | -1.1% | -5.0% | -5.6% |
| 3M | +14.8% | +0.7% | +14.2% | +14.3% |
| 6M | +15.3% | -2.2% | +17.5% | +16.0% |
| YTD | -13.0% | -10.8% | -2.2% | -9.7% |
| 1Y | -5.7% | -2.0% | -3.7% | -5.8% |
| 3Y | +118.1% | +34.8% | +83.3% | +93.0% |
| 5Y | +46.2% | +55.0% | -8.8% | +23.8% |
| 10Y | +246.1% | +65.1% | +181.0% | +187.7% |
| All | +5,555.9% | -55.4% | +5,611.4% | +4,874.9% |
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 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