+280.4%
EMR vs AIG
+67.5%
+212.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.3% | -0.1% |
| 7D | +2.8% | +6.6% | -3.7% | -0.4% |
| 30D | +3.7% | +7.0% | -3.4% | 0.0% |
| 3M | +2.0% | +9.7% | -7.7% | -3.0% |
| 6M | +22.1% | +10.8% | +11.3% | +14.8% |
| YTD | +27.2% | -1.3% | +28.5% | +26.0% |
| 1Y | +32.0% | +8.4% | +23.7% | +24.3% |
| 3Y | +103.3% | +39.0% | +64.3% | +65.7% |
| 5Y | +88.2% | +59.6% | +28.6% | +38.7% |
| All | +280.4% | +67.5% | +212.9% | +126.2% |
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