-99.9%
DFNS vs AIG
+34.0%
-133.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.2% | -2.7% |
| 7D | +0.8% | -1.6% | +2.4% | -0.8% |
| 30D | -73.2% | -5.2% | -68.0% | -74.1% |
| 3M | -72.4% | +1.5% | -73.9% | -71.8% |
| 6M | -95.2% | -3.9% | -91.3% | -95.4% |
| YTD | -98.0% | -11.6% | -86.4% | -98.3% |
| 1Y | -98.3% | -2.9% | -95.3% | -98.3% |
| 3Y | -99.9% | +33.7% | -133.6% | -99.8% |
| All | -99.9% | +34.0% | -133.9% | -99.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling