-41.3%
CORZ vs AIG
+6.0%
-47.3%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | +1.5% | -11.9% | -9.6% |
| 7D | -14.9% | +2.3% | -17.2% | -13.7% |
| 30D | -23.1% | +8.8% | -31.9% | -19.7% |
| 3M | -44.1% | +3.7% | -47.8% | -42.8% |
| 6M | -39.5% | +6.8% | -46.3% | -36.6% |
| YTD | -12.4% | -2.6% | -9.7% | -11.1% |
| 1Y | -41.3% | +3.7% | -45.0% | -39.8% |
| All | -41.3% | +6.0% | -47.3% | -39.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling