+4,770.1%
DELL vs AIG
+62.0%
+4,708.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.0% | +3.9% | +2.7% |
| 7D | +25.6% | -1.6% | +27.2% | +26.4% |
| 30D | +17.7% | -5.2% | +22.9% | +20.2% |
| 3M | +33.4% | +1.5% | +32.0% | +31.8% |
| 6M | +266.2% | -3.9% | +270.1% | +268.2% |
| YTD | +328.0% | -11.6% | +339.6% | +344.6% |
| 1Y | +339.6% | -2.9% | +342.5% | +336.2% |
| 3Y | +694.6% | +33.7% | +660.9% | +580.3% |
| 5Y | +1,122.0% | +52.7% | +1,069.3% | +876.1% |
| 10Y | +4,062.5% | +62.6% | +3,999.9% | +2,698.9% |
| All | +4,770.1% | +62.0% | +4,708.1% | +3,176.3% |
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