+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 all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.3% |
| 7D | +0.4% | -0.9% | +1.4% | +0.5% |
| 30D | -3.6% | -4.9% | +1.3% | -3.0% |
| 3M | -1.0% | +4.5% | -5.5% | -1.5% |
| 6M | +6.3% | -1.4% | +7.7% | +6.4% |
| YTD | +14.7% | -9.8% | +24.5% | +15.8% |
| 1Y | +16.9% | -4.5% | +21.5% | +17.2% |
| 3Y | +56.8% | +37.4% | +19.3% | +50.8% |
| 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 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