+193.3%
COP vs AIG
+53.4%
+139.9%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +0.9% |
| 7D | -0.5% | -1.4% | +1.0% | +0.2% |
| 30D | +11.7% | -3.3% | +15.0% | +13.4% |
| 3M | +17.7% | +2.2% | +15.5% | +16.0% |
| 6M | +18.3% | -2.1% | +20.4% | +18.3% |
| YTD | +49.1% | -11.2% | +60.3% | +56.1% |
| 1Y | +53.3% | -2.1% | +55.4% | +52.2% |
| 3Y | +22.2% | +34.4% | -12.2% | +1.5% |
| 5Y | +193.3% | +53.7% | +139.6% | +117.0% |
| All | +193.3% | +53.4% | +139.9% | +117.0% |
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 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