+126.4%
DAL vs AIG
+61.7%
+64.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.0% | +0.5% | -0.1% |
| 7D | +3.4% | -1.6% | +5.0% | +4.5% |
| 30D | -13.6% | -5.2% | -8.3% | -10.3% |
| 3M | +1.2% | +1.5% | -0.2% | -0.4% |
| 6M | +34.5% | -3.9% | +38.4% | +36.9% |
| YTD | +14.7% | -11.6% | +26.3% | +22.7% |
| 1Y | +29.2% | -2.9% | +32.2% | +28.1% |
| 3Y | +100.0% | +33.7% | +66.2% | +54.0% |
| 5Y | +106.3% | +52.7% | +53.6% | +41.6% |
| 10Y | +126.4% | +62.6% | +63.8% | +10.1% |
| All | +126.4% | +61.7% | +64.7% | +10.1% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling