+180.9%
COR vs AIG
+53.4%
+127.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.5% |
| 7D | -3.9% | -1.4% | -2.4% | -3.6% |
| 30D | -0.3% | -3.3% | +3.0% | +0.4% |
| 3M | +15.9% | +2.2% | +13.7% | +15.4% |
| 6M | -10.3% | -2.1% | -8.1% | -9.9% |
| YTD | -3.7% | -11.2% | +7.5% | -1.4% |
| 1Y | +9.1% | -2.1% | +11.2% | +8.9% |
| 3Y | +86.6% | +34.4% | +52.2% | +69.0% |
| 5Y | +180.9% | +53.7% | +127.2% | +140.1% |
| All | +180.9% | +53.4% | +127.5% | +140.1% |
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