+128.5%
EEM vs AIG
+66.2%
+62.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.1% |
| 7D | -1.3% | -1.2% | -0.1% | -1.0% |
| 30D | +2.1% | -1.1% | +3.1% | +2.3% |
| 3M | +1.0% | +0.7% | +0.3% | +0.5% |
| 6M | +15.9% | -2.2% | +18.1% | +16.0% |
| YTD | +24.6% | -10.8% | +35.5% | +27.7% |
| 1Y | +32.3% | -2.0% | +34.3% | +31.5% |
| 3Y | +85.9% | +34.8% | +51.1% | +66.5% |
| 5Y | +45.4% | +55.0% | -9.7% | +22.7% |
| All | +128.5% | +66.2% | +62.4% | +65.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling