+38.5%
D vs AIG
+63.9%
-25.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.2% | -1.8% |
| 7D | -0.4% | -1.4% | +1.0% | -0.2% |
| 30D | -2.1% | -3.3% | +1.3% | -1.4% |
| 3M | -0.7% | +2.2% | -2.9% | -1.3% |
| 6M | +5.6% | -2.1% | +7.7% | +5.8% |
| YTD | +14.6% | -11.2% | +25.8% | +17.0% |
| 1Y | +15.3% | -2.1% | +17.5% | +15.2% |
| 3Y | +59.1% | +34.4% | +24.8% | +48.4% |
| 5Y | +3.9% | +53.7% | -49.8% | -7.1% |
| 10Y | +38.5% | +64.4% | -25.9% | +8.8% |
| All | +38.5% | +63.9% | -25.4% | +8.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling