+54.4%
DLR vs AIG
+39.5%
+14.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.4% | -2.2% | -1.9% |
| 7D | +3.3% | +6.6% | -3.2% | +2.5% |
| 30D | +4.6% | +7.0% | -2.4% | +3.7% |
| 3M | -8.3% | +9.7% | -18.0% | -9.4% |
| 6M | -5.6% | +10.8% | -16.4% | -7.0% |
| YTD | +18.7% | -1.3% | +20.0% | +18.5% |
| 1Y | +17.1% | +8.4% | +8.7% | +15.3% |
| 3Y | +54.4% | +39.0% | +15.3% | +33.7% |
| All | +54.4% | +39.5% | +14.8% | +33.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling