+636.7%
DELL vs AIG
+33.4%
+603.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | 0.0% | -5.3% | -5.3% |
| 7D | -1.9% | -2.4% | +0.5% | -1.3% |
| 30D | +14.9% | -2.9% | +17.8% | +15.8% |
| 3M | +37.2% | +0.8% | +36.4% | +35.9% |
| 6M | +254.0% | -2.7% | +256.6% | +253.8% |
| YTD | +306.1% | -11.2% | +317.3% | +321.3% |
| 1Y | +312.3% | -1.5% | +313.8% | +304.5% |
| All | +636.7% | +33.4% | +603.3% | +549.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling