-99.9%
DFNS vs AIG
+179.2%
-279.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.3% |
| 7D | -16.0% | -0.9% | -15.1% | -16.3% |
| 30D | -77.7% | -4.9% | -72.8% | -77.9% |
| 3M | -77.2% | +4.5% | -81.6% | -76.8% |
| 6M | -95.2% | -1.4% | -93.7% | -95.2% |
| YTD | -98.0% | -9.8% | -88.2% | -98.0% |
| 1Y | -98.3% | -4.5% | -93.7% | -98.3% |
| 3Y | -99.9% | +37.4% | -137.3% | -99.9% |
| 5Y | -99.9% | +55.0% | -154.8% | -99.8% |
| All | -99.9% | +179.2% | -279.0% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling