+3,595.7%
DLR vs AIG
-89.4%
+3,685.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.2% | +0.4% |
| 7D | +1.6% | -0.9% | +2.5% | +1.7% |
| 30D | -3.4% | -4.9% | +1.5% | -2.6% |
| 3M | +0.5% | +4.5% | -4.0% | -0.2% |
| 6M | +4.6% | -1.4% | +6.0% | +4.6% |
| YTD | +23.4% | -9.8% | +33.2% | +25.0% |
| 1Y | +19.0% | -4.5% | +23.6% | +19.3% |
| 3Y | +56.5% | +37.4% | +19.1% | +47.8% |
| 5Y | +33.3% | +55.0% | -21.6% | +22.6% |
| 10Y | +165.1% | +63.7% | +101.5% | +130.3% |
| All | +3,595.7% | -89.4% | +3,685.1% | +4,865.9% |
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