+14,028.3%
EBAY vs AIG
-85.5%
+14,113.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.1% |
| 7D | -3.0% | -1.4% | -1.5% | -2.8% |
| 30D | -3.6% | -3.3% | -0.3% | -3.0% |
| 3M | -4.4% | +2.2% | -6.6% | -4.9% |
| 6M | +12.1% | -2.1% | +14.2% | +12.3% |
| YTD | +19.9% | -11.2% | +31.1% | +22.0% |
| 1Y | +13.4% | -2.1% | +15.5% | +13.1% |
| 3Y | +150.5% | +34.4% | +116.1% | +135.2% |
| 5Y | +54.8% | +53.7% | +1.1% | +41.4% |
| 10Y | +268.1% | +64.4% | +203.7% | +216.7% |
| All | +14,028.3% | -85.5% | +14,113.7% | +14,031.0% |
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 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