+2,363.0%
D vs AIG
-14.7%
+2,377.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.4% | -3.2% | -0.2% |
| 7D | +2.4% | +2.2% | +0.2% | +2.1% |
| 30D | +10.9% | +6.9% | +4.1% | +10.1% |
| 3M | +2.8% | +6.8% | -3.9% | +2.1% |
| 6M | +12.7% | +9.2% | +3.5% | +11.5% |
| YTD | +20.3% | -1.9% | +22.2% | +20.3% |
| 1Y | +17.1% | +9.7% | +7.5% | +15.7% |
| 3Y | +75.1% | +37.9% | +37.2% | +68.3% |
| 5Y | +13.1% | +56.8% | -43.7% | +6.5% |
| 10Y | +48.3% | +67.6% | -19.4% | +34.1% |
| All | +2,363.0% | -14.7% | +2,377.7% | +1,611.2% |
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