+32.3%
DLR vs AIG
+59.1%
-26.8%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.4% | -2.2% | -2.0% |
| 7D | +3.3% | +6.6% | -3.2% | +2.0% |
| 30D | +4.6% | +7.0% | -2.4% | +3.1% |
| 3M | -8.3% | +9.7% | -18.0% | -10.2% |
| 6M | -5.6% | +10.8% | -16.4% | -7.9% |
| YTD | +18.7% | -1.3% | +20.0% | +18.5% |
| 1Y | +17.1% | +8.4% | +8.7% | +14.3% |
| 3Y | +54.4% | +39.0% | +15.3% | +39.1% |
| All | +32.3% | +59.1% | -26.8% | +15.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling