-20.5%
CRH vs AIG
-0.9%
-19.6%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.3% |
| 7D | -5.6% | +0.1% | -5.7% | -5.6% |
| 30D | -8.4% | -0.5% | -8.0% | -8.3% |
| 3M | -16.1% | +1.4% | -17.5% | -16.2% |
| 6M | -10.2% | +0.7% | -10.8% | -10.2% |
| YTD | -27.9% | -9.7% | -18.2% | -27.2% |
| All | -20.5% | -0.9% | -19.6% | -19.9% |
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