-99.6%
DFNS vs AIG
+6.0%
-105.6%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | +1.5% | -19.8% | -18.1% |
| 7D | -27.7% | +2.3% | -30.0% | -27.4% |
| 30D | -58.0% | +8.8% | -66.7% | -57.4% |
| 3M | -94.0% | +3.7% | -97.7% | -93.9% |
| 6M | -94.6% | +6.8% | -101.3% | -94.4% |
| YTD | -99.4% | -2.6% | -96.8% | -99.5% |
| 1Y | -99.6% | +3.7% | -103.4% | -99.6% |
| All | -99.6% | +6.0% | -105.6% | -99.6% |
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