+337.5%
COP vs AIG
+65.5%
+272.0%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +1.0% | -2.4% | +3.4% | +2.4% |
| 30D | +9.6% | -2.9% | +12.5% | +11.4% |
| 3M | +15.0% | +0.8% | +14.3% | +13.9% |
| 6M | +21.8% | -2.7% | +24.4% | +22.1% |
| YTD | +49.6% | -11.2% | +60.8% | +58.0% |
| 1Y | +49.9% | -1.5% | +51.4% | +47.8% |
| 3Y | +22.6% | +34.4% | -11.8% | -2.1% |
| 5Y | +193.6% | +54.4% | +139.2% | +107.6% |
| All | +337.5% | +65.5% | +272.0% | +138.6% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling