+18,455.8%
COR vs AIG
-56.1%
+18,511.9%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.3% |
| 7D | -1.2% | +1.4% | -2.6% | -1.3% |
| 30D | +7.6% | +6.6% | +1.0% | +6.8% |
| 3M | +5.0% | +7.9% | -2.9% | +4.0% |
| 6M | +35.3% | +10.4% | +24.9% | +33.6% |
| YTD | +4.2% | -1.3% | +5.5% | +4.2% |
| 1Y | -3.4% | +11.5% | -14.9% | -5.0% |
| 3Y | +81.1% | +38.8% | +42.3% | +72.6% |
| 5Y | +195.8% | +57.8% | +138.0% | +175.6% |
| 10Y | +493.6% | +68.4% | +425.2% | +431.8% |
| All | +18,455.8% | -56.1% | +18,511.9% | +12,518.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling