+61.9%
EBAY vs AIG
+53.2%
+8.7%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.4% | +2.2% | +2.5% |
| 7D | +4.2% | -1.2% | +5.4% | +4.6% |
| 30D | +5.6% | -1.1% | +6.7% | +6.0% |
| 3M | -1.4% | +0.7% | -2.1% | -1.7% |
| 6M | +18.2% | -2.2% | +20.4% | +18.7% |
| YTD | +24.8% | -10.8% | +35.7% | +28.9% |
| 1Y | +18.0% | -2.0% | +20.0% | +17.3% |
| 3Y | +160.3% | +34.8% | +125.4% | +122.2% |
| All | +61.9% | +53.2% | +8.7% | +27.5% |
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 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