-4.2%
CORZ vs AIG
+8.7%
-12.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +1.1% |
| 7D | +23.5% | +6.6% | +16.9% | +27.5% |
| 30D | +7.5% | +7.0% | +0.5% | +11.1% |
| 3M | -26.6% | +9.7% | -36.3% | -23.2% |
| 6M | -39.5% | +10.8% | -50.3% | -35.9% |
| YTD | -0.3% | -1.3% | +1.0% | +1.4% |
| 1Y | -4.2% | +8.4% | -12.6% | +1.7% |
| All | -4.2% | +8.7% | -12.9% | +1.7% |
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