+1,129.1%
DIA vs AIG
-82.1%
+1,211.2%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.4% |
| 7D | -0.2% | -0.9% | +0.8% | 0.0% |
| 30D | -1.5% | -4.9% | +3.4% | -0.7% |
| 3M | +3.8% | +4.5% | -0.7% | +2.8% |
| 6M | +10.3% | -1.4% | +11.7% | +10.3% |
| YTD | +12.1% | -9.8% | +21.9% | +13.8% |
| 1Y | +18.6% | -4.5% | +23.2% | +19.0% |
| 3Y | +60.6% | +37.4% | +23.2% | +50.6% |
| 5Y | +64.4% | +55.0% | +9.5% | +49.8% |
| 10Y | +250.1% | +63.7% | +186.4% | +204.7% |
| All | +1,129.1% | -82.1% | +1,211.2% | +1,021.9% |
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 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