+1,671.0%
DIS vs AIG
-14.1%
+1,685.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.3% | +0.2% |
| 7D | +0.6% | +1.4% | -0.8% | +0.3% |
| 30D | +10.3% | +6.6% | +3.7% | +8.8% |
| 3M | +15.6% | +7.9% | +7.7% | +13.7% |
| 6M | +15.1% | +10.4% | +4.8% | +12.7% |
| YTD | +6.0% | -1.3% | +7.3% | +5.9% |
| 1Y | +5.7% | +11.5% | -5.8% | +3.0% |
| 3Y | +39.8% | +38.8% | +1.0% | +29.9% |
| 5Y | -23.9% | +57.8% | -81.7% | -31.4% |
| 10Y | +32.9% | +68.4% | -35.5% | +14.0% |
| All | +1,671.0% | -14.1% | +1,685.1% | +791.5% |
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