+3.0%
DIS vs AIG
-2.2%
+5.2%
-13.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.5% |
| 7D | -2.6% | -0.9% | -1.6% | -2.3% |
| 30D | +3.5% | -4.9% | +8.4% | +4.8% |
| 3M | +6.8% | +4.5% | +2.4% | +5.9% |
| 6M | +3.0% | -1.4% | +4.4% | +3.8% |
| All | +3.0% | -2.2% | +5.2% | +3.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling