+50.5%
COP vs AIG
-1.2%
+51.7%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.2% |
| 7D | +2.3% | -1.2% | +3.5% | +2.5% |
| 30D | +8.6% | -1.1% | +9.7% | +8.8% |
| 3M | +19.9% | +0.7% | +19.2% | +19.2% |
| 6M | +19.0% | -2.2% | +21.2% | +19.3% |
| YTD | +50.0% | -10.8% | +60.8% | +54.2% |
| 1Y | +50.5% | -2.0% | +52.5% | +49.8% |
| All | +50.5% | -1.2% | +51.7% | +49.8% |
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