+262.7%
GE vs AIG
+33.4%
+229.4%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.5% | -3.3% | -3.0% |
| 7D | -1.2% | -1.4% | +0.2% | -0.7% |
| 30D | -11.3% | -3.3% | -7.9% | -10.1% |
| 3M | -1.4% | +2.2% | -3.6% | -2.6% |
| 6M | +1.2% | -2.1% | +3.3% | +1.7% |
| YTD | +5.9% | -11.2% | +17.1% | +10.6% |
| 1Y | +18.4% | -2.1% | +20.5% | +17.3% |
| All | +262.7% | +33.4% | +229.4% | +200.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling