+143.3%
DELL vs AIG
+6.0%
+137.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +1.5% | -10.3% | -8.4% |
| 7D | -24.6% | +2.3% | -26.9% | -24.1% |
| 30D | -32.5% | +8.8% | -41.3% | -31.3% |
| 3M | -20.2% | +3.7% | -23.9% | -19.3% |
| 6M | +76.5% | +6.8% | +69.7% | +79.7% |
| YTD | +198.9% | -2.6% | +201.6% | +206.3% |
| 1Y | +143.3% | +3.7% | +139.6% | +144.7% |
| All | +143.3% | +6.0% | +137.4% | +144.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling