-37.1%
DOW vs AIG
+53.2%
-90.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.4% | -2.5% | -2.2% |
| 7D | -1.4% | -1.2% | -0.2% | -0.9% |
| 30D | -3.9% | -1.1% | -2.9% | -3.5% |
| 3M | -12.7% | +0.7% | -13.4% | -13.3% |
| 6M | -13.7% | -2.2% | -11.5% | -13.7% |
| YTD | +28.4% | -10.8% | +39.2% | +33.8% |
| 1Y | +21.8% | -2.0% | +23.8% | +20.3% |
| 3Y | -35.7% | +34.8% | -70.5% | -46.4% |
| All | -37.1% | +53.2% | -90.3% | -54.2% |
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