+856.1%
EEM vs AIG
-88.0%
+944.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.0% | +2.2% | +0.6% |
| 7D | +3.1% | -1.6% | +4.7% | +3.4% |
| 30D | +4.9% | -5.2% | +10.1% | +6.0% |
| 3M | +5.2% | +1.5% | +3.8% | +4.7% |
| 6M | +20.7% | -3.9% | +24.6% | +21.2% |
| YTD | +26.5% | -11.6% | +38.1% | +28.9% |
| 1Y | +37.8% | -2.9% | +40.8% | +37.6% |
| 3Y | +91.0% | +33.7% | +57.2% | +77.3% |
| 5Y | +47.0% | +52.7% | -5.6% | +31.4% |
| 10Y | +125.6% | +62.6% | +63.0% | +89.3% |
| All | +856.1% | -88.0% | +944.1% | +1,051.6% |
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 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