+6,046.1%
CRH vs AIG
-22.4%
+6,068.5%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.9% |
| 7D | -6.1% | -1.2% | -4.9% | -5.8% |
| 30D | -9.3% | -1.1% | -8.2% | -9.1% |
| 3M | -15.2% | +0.7% | -15.9% | -15.4% |
| 6M | -14.2% | -2.2% | -12.0% | -13.9% |
| YTD | -28.3% | -10.8% | -17.4% | -26.8% |
| 1Y | -21.8% | -2.0% | -19.8% | -21.8% |
| 3Y | +71.6% | +34.8% | +36.8% | +60.8% |
| 5Y | +96.6% | +55.0% | +41.6% | +78.9% |
| 10Y | +253.8% | +65.1% | +188.8% | +209.3% |
| All | +6,046.1% | -22.4% | +6,068.5% | +5,666.5% |
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