+195.8%
COR vs AIG
+58.0%
+137.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.2% |
| 7D | -1.2% | +1.4% | -2.6% | -1.5% |
| 30D | +7.6% | +6.6% | +1.0% | +6.1% |
| 3M | +5.0% | +7.9% | -2.9% | +3.2% |
| 6M | +35.3% | +10.4% | +24.9% | +32.3% |
| YTD | +4.2% | -1.3% | +5.5% | +4.1% |
| 1Y | -3.4% | +11.5% | -14.9% | -6.2% |
| 3Y | +81.1% | +38.8% | +42.3% | +64.0% |
| 5Y | +195.8% | +57.8% | +138.0% | +157.1% |
| All | +195.8% | +58.0% | +137.9% | +157.1% |
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