+43.6%
EEM vs AIG
+52.4%
-8.8%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | -0.7% | -2.4% | +1.7% | -0.2% |
| 30D | +2.4% | -2.9% | +5.3% | +3.0% |
| 3M | +4.2% | +0.8% | +3.4% | +3.6% |
| 6M | +14.8% | -2.7% | +17.4% | +15.0% |
| YTD | +23.1% | -11.2% | +34.3% | +26.0% |
| 1Y | +32.5% | -1.5% | +34.1% | +31.5% |
| 3Y | +85.9% | +34.4% | +51.5% | +66.4% |
| 5Y | +43.6% | +54.4% | -10.9% | +21.4% |
| All | +43.6% | +52.4% | -8.8% | +21.4% |
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