-14.6%
CRH vs AIG
-4.5%
-10.1%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.8% | +3.3% | +2.5% |
| 7D | -1.7% | -0.9% | -0.7% | -1.5% |
| 30D | -5.4% | -4.9% | -0.5% | -4.7% |
| 3M | -11.2% | +4.5% | -15.7% | -11.7% |
| 6M | -15.8% | -1.4% | -14.4% | -15.7% |
| YTD | -23.6% | -9.8% | -13.8% | -22.9% |
| 1Y | -14.6% | -4.5% | -10.1% | -13.9% |
| All | -14.6% | -4.5% | -10.1% | -13.9% |
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