-99.9%
DFNS vs AIG
+176.0%
-275.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.4% | -2.9% | -2.4% |
| 7D | -6.3% | -1.2% | -5.2% | -6.7% |
| 30D | -74.0% | -1.1% | -72.9% | -73.9% |
| 3M | -70.1% | +0.7% | -70.8% | -70.0% |
| 6M | -93.9% | -2.2% | -91.7% | -93.9% |
| YTD | -98.1% | -10.8% | -87.3% | -98.2% |
| 1Y | -98.3% | -2.0% | -96.3% | -98.3% |
| 3Y | -99.9% | +34.8% | -134.7% | -99.9% |
| 5Y | -99.9% | +55.0% | -154.9% | -99.9% |
| All | -99.9% | +176.0% | -275.8% | -99.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling