+4,368.6%
ETR vs AIG
-23.1%
+4,391.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.0% | +3.2% | +1.4% |
| 7D | +1.4% | -1.6% | +3.0% | +1.6% |
| 30D | +1.9% | -5.2% | +7.1% | +2.5% |
| 3M | +1.0% | +1.5% | -0.5% | +0.7% |
| 6M | +4.8% | -3.9% | +8.8% | +5.2% |
| YTD | +19.5% | -11.6% | +31.2% | +21.0% |
| 1Y | +28.1% | -2.9% | +31.0% | +28.1% |
| 3Y | +151.1% | +33.7% | +117.4% | +141.0% |
| 5Y | +125.2% | +52.7% | +72.5% | +111.2% |
| 10Y | +291.1% | +62.6% | +228.5% | +252.8% |
| All | +4,368.6% | -23.1% | +4,391.7% | +2,841.9% |
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