-5.9%
DASH vs AIG
+139.1%
-145.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.3% |
| 7D | -10.2% | +1.4% | -11.6% | -10.8% |
| 30D | -8.2% | +6.6% | -14.9% | -10.7% |
| 3M | -15.9% | +7.9% | -23.8% | -18.5% |
| 6M | +13.3% | +10.4% | +2.9% | +8.5% |
| YTD | -21.3% | -1.3% | -20.0% | -21.3% |
| 1Y | -11.1% | +11.5% | -22.6% | -16.0% |
| 3Y | +103.8% | +38.8% | +65.0% | +69.9% |
| 5Y | -21.6% | +57.8% | -79.4% | -39.5% |
| All | -5.9% | +139.1% | -145.0% | -29.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling