+53.9%
F vs AIG
+54.7%
-0.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +1.9% |
| 7D | +5.3% | -0.9% | +6.3% | +5.8% |
| 30D | +4.6% | -4.9% | +9.5% | +7.3% |
| 3M | -3.7% | +4.5% | -8.1% | -6.5% |
| 6M | +16.8% | -1.4% | +18.3% | +16.2% |
| YTD | +15.3% | -9.8% | +25.1% | +20.3% |
| 1Y | +31.0% | -4.5% | +35.5% | +30.9% |
| 3Y | +45.4% | +37.4% | +8.0% | +10.7% |
| All | +53.9% | +54.7% | -0.7% | +6.4% |
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