-20.2%
DOW vs AIG
+39.5%
-59.8%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.5% |
| 7D | +5.2% | +6.6% | -1.3% | +2.8% |
| 30D | +13.2% | +7.0% | +6.2% | +10.4% |
| 3M | +10.1% | +9.7% | +0.4% | +6.3% |
| 6M | -13.1% | +10.8% | -23.9% | -16.7% |
| YTD | +46.1% | -1.3% | +47.4% | +46.8% |
| 1Y | +50.0% | +8.4% | +41.7% | +42.8% |
| 3Y | -20.2% | +39.0% | -59.2% | -29.0% |
| All | -20.2% | +39.5% | -59.8% | -29.0% |
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