+2,271.9%
D vs AIG
-21.5%
+2,293.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.3% |
| 7D | +1.5% | -0.9% | +2.4% | +1.6% |
| 30D | -2.6% | -4.9% | +2.3% | -2.1% |
| 3M | 0.0% | +4.5% | -4.5% | -0.5% |
| 6M | +7.4% | -1.4% | +8.8% | +7.4% |
| YTD | +15.9% | -9.8% | +25.7% | +17.0% |
| 1Y | +18.1% | -4.5% | +22.6% | +18.4% |
| 3Y | +58.4% | +37.4% | +20.9% | +52.3% |
| 5Y | +5.2% | +55.0% | -49.8% | -0.8% |
| 10Y | +35.9% | +63.7% | -27.8% | +23.3% |
| All | +2,271.9% | -21.5% | +2,293.4% | +1,563.5% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling