+248.9%
CRH vs AIG
+67.7%
+181.2%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | -0.1% |
| 7D | -5.6% | +0.1% | -5.7% | -5.6% |
| 30D | -8.4% | -0.5% | -8.0% | -8.2% |
| 3M | -16.1% | +1.4% | -17.5% | -16.9% |
| 6M | -10.2% | +0.7% | -10.8% | -10.9% |
| YTD | -27.9% | -9.7% | -18.2% | -25.0% |
| 1Y | -20.6% | -1.0% | -19.6% | -21.5% |
| 3Y | +68.9% | +32.4% | +36.5% | +43.2% |
| 5Y | +95.7% | +57.0% | +38.6% | +49.9% |
| 10Y | +248.9% | +67.9% | +180.9% | +106.8% |
| All | +248.9% | +67.7% | +181.2% | +106.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling