+351.3%
DAL vs AIG
-91.0%
+442.3%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.6% | +2.0% |
| 7D | +0.1% | -0.9% | +1.1% | +0.4% |
| 30D | -13.9% | -4.9% | -9.0% | -12.7% |
| 3M | +1.1% | +4.5% | -3.4% | -0.3% |
| 6M | +26.2% | -1.4% | +27.7% | +26.4% |
| YTD | +16.4% | -9.8% | +26.2% | +19.1% |
| 1Y | +33.9% | -4.5% | +38.4% | +34.5% |
| 3Y | +93.4% | +37.4% | +55.9% | +75.9% |
| 5Y | +106.4% | +55.0% | +51.4% | +82.9% |
| 10Y | +143.0% | +63.7% | +79.3% | +110.1% |
| All | +351.3% | -91.0% | +442.3% | +898.8% |
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