+11,573.1%
COST vs AIG
-22.8%
+11,595.9%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.9% |
| 7D | -2.8% | -1.4% | -1.3% | -2.6% |
| 30D | -5.3% | -3.3% | -1.9% | -4.8% |
| 3M | -6.7% | +2.2% | -8.8% | -7.0% |
| 6M | -9.9% | -2.1% | -7.8% | -9.8% |
| YTD | +5.1% | -11.2% | +16.3% | +6.6% |
| 1Y | -7.3% | -2.1% | -5.2% | -7.4% |
| 3Y | +70.4% | +34.4% | +36.0% | +62.2% |
| 5Y | +104.4% | +53.7% | +50.7% | +89.4% |
| 10Y | +609.0% | +64.4% | +544.6% | +522.8% |
| All | +11,573.1% | -22.8% | +11,595.9% | +6,039.3% |
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