+20.0%
GE vs AIG
-4.5%
+24.5%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.2% |
| 7D | -1.6% | -0.9% | -0.7% | -1.5% |
| 30D | -11.6% | -4.9% | -6.7% | -11.2% |
| 3M | +3.0% | +4.5% | -1.4% | +2.6% |
| 6M | -0.5% | -1.4% | +0.9% | -0.5% |
| YTD | +9.7% | -9.8% | +19.5% | +9.9% |
| 1Y | +20.0% | -4.5% | +24.6% | +21.6% |
| All | +20.0% | -4.5% | +24.5% | +21.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling