+1,628.0%
DIS vs AIG
-19.4%
+1,647.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.9% | +3.5% | +0.4% |
| 7D | +5.2% | -5.1% | +10.3% | +6.3% |
| 30D | +11.5% | +2.8% | +8.7% | +10.8% |
| 3M | +11.5% | -2.1% | +13.7% | +12.0% |
| 6M | +8.9% | +1.4% | +7.5% | +8.4% |
| YTD | +3.4% | -7.4% | +10.8% | +4.7% |
| 1Y | +7.2% | +4.4% | +2.8% | +5.8% |
| 3Y | +43.3% | +30.0% | +13.3% | +34.9% |
| 5Y | -31.4% | +47.9% | -79.3% | -37.4% |
| 10Y | +37.1% | +74.4% | -37.3% | +17.1% |
| All | +1,628.0% | -19.4% | +1,647.5% | +781.2% |
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