+1,145.9%
DELL vs AIG
+53.2%
+1,092.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +0.4% | +11.6% | +11.8% |
| 7D | +8.2% | -1.2% | +9.4% | +8.8% |
| 30D | +17.1% | -1.1% | +18.2% | +17.6% |
| 3M | +45.2% | +0.7% | +44.5% | +43.7% |
| 6M | +286.8% | -2.2% | +288.9% | +285.8% |
| YTD | +354.8% | -10.8% | +365.6% | +373.3% |
| 1Y | +358.3% | -2.0% | +360.3% | +351.3% |
| 3Y | +724.9% | +34.8% | +690.1% | +576.2% |
| All | +1,145.9% | +53.2% | +1,092.8% | +835.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling