-100.0%
DFNS vs AIG
+204.5%
-304.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.4% | -0.3% | -19.0% | -19.5% |
| 7D | -12.7% | +2.0% | -14.7% | -12.4% |
| 30D | -65.2% | +6.3% | -71.6% | -64.6% |
| 3M | -94.6% | +9.2% | -103.7% | -94.4% |
| 6M | -96.2% | +9.5% | -105.8% | -96.1% |
| YTD | -99.6% | -1.6% | -98.0% | -99.6% |
| 1Y | -99.7% | +8.5% | -108.2% | -99.7% |
| 3Y | -100.0% | +38.3% | -138.3% | -100.0% |
| 5Y | -100.0% | +59.0% | -159.0% | -100.0% |
| All | -100.0% | +204.5% | -304.5% | -100.0% |
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