+273.0%
EMR vs AIG
+66.2%
+206.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.4% | +2.2% | +2.4% |
| 7D | -0.4% | -1.2% | +0.7% | +0.2% |
| 30D | -6.8% | -1.1% | -5.7% | -6.3% |
| 3M | +7.5% | +0.7% | +6.8% | +6.7% |
| 6M | +9.9% | -2.2% | +12.0% | +10.3% |
| YTD | +16.0% | -10.8% | +26.8% | +21.4% |
| 1Y | +12.4% | -2.0% | +14.5% | +11.5% |
| 3Y | +60.2% | +34.8% | +25.4% | +32.7% |
| 5Y | +67.9% | +55.0% | +12.8% | +25.3% |
| All | +273.0% | +66.2% | +206.8% | +122.8% |
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