-4.5%
DASH vs AIG
+129.8%
-134.3%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.4% | -1.7% | -0.3% |
| 7D | -4.8% | -3.4% | -1.4% | -3.3% |
| 30D | -7.9% | +3.4% | -11.3% | -9.1% |
| 3M | -16.3% | +1.7% | -18.1% | -16.8% |
| 6M | +10.4% | +5.7% | +4.7% | +7.8% |
| YTD | -20.1% | -5.1% | -15.0% | -18.7% |
| 1Y | -11.4% | +6.1% | -17.5% | -14.4% |
| 3Y | +114.1% | +35.5% | +78.6% | +80.2% |
| 5Y | -5.8% | +51.9% | -57.7% | -26.0% |
| All | -4.5% | +129.8% | -134.3% | -27.1% |
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 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