-94.6%
DFNS vs AIG
+8.6%
-103.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.4% | -0.3% | -19.0% | -19.5% |
| 7D | -12.7% | +2.0% | -14.7% | -13.7% |
| 30D | -65.2% | +6.3% | -71.6% | -60.0% |
| 3M | -94.6% | +9.2% | -103.7% | -93.6% |
| All | -94.6% | +8.6% | -103.1% | -93.6% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling