+71.6%
CRH vs AIG
+33.9%
+37.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.9% |
| 7D | -6.1% | -1.2% | -4.9% | -5.6% |
| 30D | -9.3% | -1.1% | -8.2% | -8.9% |
| 3M | -15.2% | +0.7% | -15.9% | -15.6% |
| 6M | -14.2% | -2.2% | -12.0% | -13.7% |
| YTD | -28.3% | -10.8% | -17.4% | -25.2% |
| 1Y | -21.8% | -2.0% | -19.8% | -22.3% |
| 3Y | +71.6% | +34.8% | +36.8% | +43.1% |
| All | +71.6% | +33.9% | +37.7% | +43.1% |
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