+239.3%
EQIX vs AIG
-92.5%
+331.8%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | +0.1% |
| 7D | +2.3% | -1.4% | +3.8% | +2.6% |
| 30D | +0.4% | -3.3% | +3.8% | +1.0% |
| 3M | -1.1% | +2.2% | -3.3% | -1.6% |
| 6M | +11.5% | -2.1% | +13.6% | +11.7% |
| YTD | +38.2% | -11.2% | +49.4% | +40.4% |
| 1Y | +36.7% | -2.1% | +38.8% | +36.5% |
| 3Y | +44.1% | +34.4% | +9.7% | +36.2% |
| 5Y | +34.8% | +53.7% | -18.9% | +23.7% |
| 10Y | +248.8% | +64.4% | +184.4% | +200.3% |
| All | +239.3% | -92.5% | +331.8% | +282.5% |
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