-99.9%
DFNS vs AIG
+52.4%
-152.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.5% | -5.1% | -4.4% |
| 7D | +4.6% | -1.4% | +6.1% | +4.0% |
| 30D | -73.9% | -3.3% | -70.6% | -74.1% |
| 3M | -71.7% | +2.2% | -73.9% | -71.3% |
| 6M | -94.6% | -2.1% | -92.5% | -94.6% |
| YTD | -98.1% | -11.2% | -86.9% | -98.2% |
| 1Y | -98.3% | -2.1% | -96.2% | -98.3% |
| 3Y | -99.9% | +34.4% | -134.2% | -99.9% |
| All | -99.9% | +52.4% | -152.2% | -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 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