+1,107.0%
DIA vs AIG
-80.4%
+1,187.4%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.2% | +0.1% |
| 7D | +2.1% | +6.6% | -4.4% | +1.0% |
| 30D | +1.5% | +7.0% | -5.5% | +0.2% |
| 3M | -2.4% | +9.7% | -12.1% | -4.1% |
| 6M | +6.0% | +10.8% | -4.8% | +3.8% |
| YTD | +10.1% | -1.3% | +11.4% | +9.9% |
| 1Y | +11.8% | +8.4% | +3.4% | +9.7% |
| 3Y | +59.7% | +39.0% | +20.7% | +49.3% |
| 5Y | +57.9% | +59.6% | -1.7% | +43.0% |
| 10Y | +236.2% | +68.4% | +167.8% | +190.5% |
| All | +1,107.0% | -80.4% | +1,187.4% | +983.3% |
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