+17,451.9%
COR vs AIG
-59.9%
+17,511.7%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.0% | -1.8% |
| 7D | +2.8% | -0.9% | +3.7% | +2.9% |
| 30D | +4.5% | -4.9% | +9.4% | +5.2% |
| 3M | +22.7% | +4.5% | +18.2% | +22.0% |
| 6M | -9.7% | -1.4% | -8.3% | -9.6% |
| YTD | -1.4% | -9.8% | +8.4% | -0.4% |
| 1Y | +13.9% | -4.5% | +18.5% | +14.2% |
| 3Y | +94.0% | +37.4% | +56.5% | +85.0% |
| 5Y | +184.0% | +55.0% | +129.0% | +165.2% |
| 10Y | +406.8% | +63.7% | +343.1% | +356.5% |
| All | +17,451.9% | -59.9% | +17,511.7% | +11,970.4% |
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