+235.7%
DIA vs AIG
+67.5%
+168.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.2% | 0.0% |
| 7D | +2.1% | +6.6% | -4.4% | -0.2% |
| 30D | +1.5% | +7.0% | -5.5% | -1.0% |
| 3M | -2.4% | +9.7% | -12.1% | -5.8% |
| 6M | +6.0% | +10.8% | -4.8% | +1.6% |
| YTD | +10.1% | -1.3% | +11.4% | +9.6% |
| 1Y | +11.8% | +8.4% | +3.4% | +7.4% |
| 3Y | +59.7% | +39.0% | +20.7% | +38.3% |
| 5Y | +57.9% | +59.6% | -1.7% | +27.1% |
| All | +235.7% | +67.5% | +168.2% | +129.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling