+14,337.8%
DE vs AIG
-23.1%
+14,360.9%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.0% | +0.2% | -1.4% |
| 7D | +0.7% | -1.6% | +2.3% | +1.0% |
| 30D | +9.6% | -5.2% | +14.9% | +10.9% |
| 3M | +19.0% | +1.5% | +17.5% | +18.4% |
| 6M | +16.1% | -3.9% | +20.0% | +16.8% |
| YTD | +47.0% | -11.6% | +58.6% | +50.3% |
| 1Y | +43.1% | -2.9% | +46.1% | +43.1% |
| 3Y | +77.5% | +33.7% | +43.8% | +65.0% |
| 5Y | +96.4% | +52.7% | +43.7% | +76.9% |
| 10Y | +852.9% | +62.6% | +790.3% | +719.8% |
| All | +14,337.8% | -23.1% | +14,360.9% | +7,065.2% |
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