+161.9%
DAL vs AIG
+39.0%
+122.8%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.3% | -4.9% | -5.1% |
| 7D | +1.4% | +2.0% | -0.6% | +0.4% |
| 30D | +9.1% | +6.3% | +2.7% | +6.1% |
| 3M | -3.5% | +9.2% | -12.7% | -7.3% |
| 6M | +23.4% | +9.5% | +13.9% | +17.9% |
| YTD | +26.0% | -1.6% | +27.7% | +26.6% |
| 1Y | +44.6% | +8.5% | +36.2% | +37.3% |
| All | +161.9% | +39.0% | +122.8% | +155.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling