+6.5%
D vs AIG
+53.5%
-47.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.0% | +2.6% | +1.0% |
| 7D | +0.8% | -1.6% | +2.3% | +1.1% |
| 30D | -0.7% | -5.2% | +4.5% | +0.3% |
| 3M | +2.1% | +1.5% | +0.6% | +1.6% |
| 6M | +6.8% | -3.9% | +10.8% | +7.5% |
| YTD | +16.5% | -11.6% | +28.1% | +19.1% |
| 1Y | +19.2% | -2.9% | +22.1% | +19.1% |
| 3Y | +61.9% | +33.7% | +28.1% | +51.8% |
| 5Y | +6.5% | +52.7% | -46.1% | -2.6% |
| All | +6.5% | +53.5% | -47.0% | -2.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling