+152.1%
ECL vs AIG
+65.5%
+86.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -2.6% | -2.4% | -0.3% | -1.7% |
| 30D | -4.6% | -2.9% | -1.6% | -3.5% |
| 3M | +6.0% | +0.8% | +5.2% | +5.5% |
| 6M | -3.0% | -2.7% | -0.3% | -2.3% |
| YTD | +4.0% | -11.2% | +15.2% | +8.1% |
| 1Y | +2.0% | -1.5% | +3.5% | +1.4% |
| 3Y | +53.9% | +34.4% | +19.6% | +33.0% |
| 5Y | +27.1% | +54.4% | -27.3% | +1.8% |
| All | +152.1% | +65.5% | +86.6% | +57.7% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling