+5,760.6%
CRM vs AIG
-91.2%
+5,851.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.5% | +1.9% |
| 7D | -4.4% | -1.2% | -3.3% | -4.2% |
| 30D | +28.1% | -1.1% | +29.2% | +28.4% |
| 3M | +48.8% | +0.7% | +48.1% | +48.7% |
| 6M | +28.3% | -2.2% | +30.4% | +28.7% |
| YTD | -6.0% | -10.8% | +4.8% | -4.3% |
| 1Y | +1.4% | -2.0% | +3.5% | +1.3% |
| 3Y | +11.8% | +34.8% | -23.0% | +5.2% |
| 5Y | -2.0% | +55.0% | -57.1% | -10.5% |
| 10Y | +239.6% | +65.1% | +174.6% | +193.4% |
| All | +5,760.6% | -91.2% | +5,851.8% | +12,455.6% |
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