+68.5%
COST vs AIG
+33.9%
+34.6%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.2% |
| 7D | -1.2% | -1.2% | 0.0% | -1.0% |
| 30D | -4.7% | -1.1% | -3.7% | -4.5% |
| 3M | -7.1% | +0.7% | -7.8% | -7.3% |
| 6M | -8.5% | -2.2% | -6.4% | -8.2% |
| YTD | +5.4% | -10.8% | +16.2% | +7.8% |
| 1Y | -5.6% | -2.0% | -3.6% | -6.0% |
| 3Y | +68.5% | +34.8% | +33.6% | +52.6% |
| All | +68.5% | +33.9% | +34.6% | +52.6% |
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