+65.8%
EMR vs AIG
+53.4%
+12.4%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.4% |
| 7D | +0.9% | -1.4% | +2.4% | +1.5% |
| 30D | -5.0% | -3.3% | -1.6% | -3.6% |
| 3M | +5.9% | +2.2% | +3.7% | +4.5% |
| 6M | +7.3% | -2.1% | +9.4% | +7.8% |
| YTD | +14.6% | -11.2% | +25.8% | +19.7% |
| 1Y | +15.6% | -2.1% | +17.8% | +14.8% |
| 3Y | +60.2% | +34.4% | +25.8% | +35.5% |
| 5Y | +65.8% | +53.7% | +12.1% | +25.0% |
| All | +65.8% | +53.4% | +12.4% | +25.0% |
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