+22.3%
DIS vs AIG
+63.9%
-41.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -1.0% |
| 7D | -3.5% | -1.4% | -2.1% | -2.9% |
| 30D | +1.0% | -3.3% | +4.3% | +2.4% |
| 3M | +5.7% | +2.2% | +3.5% | +4.5% |
| 6M | +3.3% | -2.1% | +5.4% | +3.8% |
| YTD | -7.7% | -11.2% | +3.5% | -3.6% |
| 1Y | -10.0% | -2.1% | -7.8% | -10.3% |
| 3Y | +31.7% | +34.4% | -2.7% | +12.7% |
| 5Y | -42.2% | +53.7% | -95.9% | -54.4% |
| 10Y | +22.3% | +64.4% | -42.1% | -23.0% |
| All | +22.3% | +63.9% | -41.5% | -23.0% |
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