-12.1%
DOW vs AIG
+107.8%
-119.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.4% | -2.5% | -2.3% |
| 7D | -1.4% | -1.2% | -0.2% | -0.8% |
| 30D | -3.9% | -1.1% | -2.9% | -3.4% |
| 3M | -12.7% | +0.7% | -13.4% | -13.4% |
| 6M | -13.7% | -2.2% | -11.5% | -13.8% |
| YTD | +28.4% | -10.8% | +39.2% | +34.3% |
| 1Y | +21.8% | -2.0% | +23.8% | +20.1% |
| 3Y | -35.7% | +34.8% | -70.5% | -47.9% |
| 5Y | -36.8% | +55.0% | -91.9% | -54.3% |
| All | -12.1% | +107.8% | -119.9% | -41.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling