+63.2%
DHI vs AIG
+53.2%
+10.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.6% |
| 7D | -3.4% | -1.2% | -2.2% | -3.0% |
| 30D | -5.4% | -1.1% | -4.4% | -5.1% |
| 3M | -10.4% | +0.7% | -11.1% | -10.8% |
| 6M | -2.8% | -2.2% | -0.6% | -2.3% |
| YTD | -3.4% | -10.8% | +7.4% | -0.1% |
| 1Y | -22.9% | -2.0% | -20.9% | -23.1% |
| 3Y | +20.7% | +34.8% | -14.2% | +5.7% |
| All | +63.2% | +53.2% | +10.1% | +32.9% |
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