+444.5%
CORZ vs AIG
+13.6%
+430.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -2.0% | +6.7% | +4.8% |
| 7D | +16.6% | -1.6% | +18.1% | +16.6% |
| 30D | -10.9% | -5.2% | -5.6% | -10.6% |
| 3M | -31.0% | +1.5% | -32.5% | -31.5% |
| 6M | +26.0% | -3.9% | +30.0% | +26.2% |
| YTD | +28.6% | -11.6% | +40.2% | +31.3% |
| 1Y | +34.5% | -2.9% | +37.4% | +32.6% |
| All | +444.5% | +13.6% | +430.9% | +382.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling