+336.7%
COP vs AIG
+67.5%
+269.2%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.4% |
| 7D | +4.4% | +6.6% | -2.2% | +0.5% |
| 30D | 0.0% | +7.0% | -7.1% | -4.2% |
| 3M | +15.0% | +9.7% | +5.3% | +8.4% |
| 6M | +22.0% | +10.8% | +11.2% | +13.6% |
| YTD | +55.3% | -1.3% | +56.6% | +53.5% |
| 1Y | +64.1% | +8.4% | +55.8% | +53.1% |
| 3Y | +34.1% | +39.0% | -4.9% | +4.9% |
| 5Y | +133.4% | +59.6% | +73.8% | +62.1% |
| All | +336.7% | +67.5% | +269.2% | +138.0% |
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