-10.8%
DOW vs AIG
+110.3%
-121.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.8% | -2.2% | -2.6% |
| 7D | -2.4% | -0.9% | -1.5% | -1.9% |
| 30D | +0.4% | -4.9% | +5.3% | +3.1% |
| 3M | -14.4% | +4.5% | -18.9% | -16.9% |
| 6M | -7.0% | -1.4% | -5.5% | -7.4% |
| YTD | +30.2% | -9.8% | +40.0% | +35.4% |
| 1Y | +29.2% | -4.5% | +33.7% | +29.4% |
| 3Y | -36.7% | +37.4% | -74.2% | -49.3% |
| 5Y | -37.7% | +55.0% | -92.7% | -54.9% |
| All | -10.8% | +110.3% | -121.1% | -41.1% |
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