+5.8%
DASH vs AIG
+114.1%
-108.3%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.0% | -3.3% | -4.5% |
| 7D | -11.2% | -1.6% | -9.6% | -10.5% |
| 30D | -7.3% | -5.2% | -2.1% | -5.2% |
| 3M | +31.4% | +1.5% | +30.0% | +30.5% |
| 6M | +11.9% | -3.9% | +15.8% | +13.5% |
| YTD | -11.5% | -11.6% | +0.1% | -7.4% |
| 1Y | -20.0% | -2.9% | -17.1% | -20.0% |
| 3Y | +143.9% | +33.7% | +110.2% | +105.3% |
| 5Y | -0.2% | +52.7% | -52.9% | -19.8% |
| All | +5.8% | +114.1% | -108.3% | -16.9% |
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