-100.0%
DFNS vs AIG
+59.1%
-159.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.4% | -5.9% | -5.4% |
| 7D | -6.0% | +6.6% | -12.5% | -3.5% |
| 30D | -71.2% | +7.0% | -78.2% | -70.3% |
| 3M | -94.5% | +9.7% | -104.2% | -94.3% |
| 6M | -96.5% | +10.8% | -107.3% | -96.3% |
| YTD | -99.6% | -1.3% | -98.3% | -99.6% |
| 1Y | -99.7% | +8.4% | -108.0% | -99.7% |
| 3Y | -100.0% | +39.0% | -139.0% | -100.0% |
| All | -100.0% | +59.1% | -159.1% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling