+420.1%
CORZ vs AIG
+16.0%
+404.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.8% | 0.0% |
| 7D | +8.4% | -0.9% | +9.3% | +8.4% |
| 30D | -17.8% | -4.9% | -12.9% | -17.6% |
| 3M | -35.9% | +4.5% | -40.4% | -36.5% |
| 6M | +12.9% | -1.4% | +14.4% | +12.9% |
| YTD | +22.9% | -9.8% | +32.7% | +25.3% |
| 1Y | +31.4% | -4.5% | +35.9% | +31.4% |
| All | +420.1% | +16.0% | +404.1% | +360.2% |
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