+422.4%
GE vs AIG
+52.4%
+370.1%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -2.8% | -2.4% | -0.4% | -1.7% |
| 30D | -11.9% | -2.9% | -9.0% | -10.7% |
| 3M | +1.8% | +0.8% | +1.0% | +1.1% |
| 6M | -0.6% | -2.7% | +2.1% | +0.2% |
| YTD | +5.5% | -11.2% | +16.7% | +10.7% |
| 1Y | +15.0% | -1.5% | +16.5% | +13.5% |
| 3Y | +269.5% | +34.4% | +235.2% | +205.4% |
| 5Y | +422.4% | +54.4% | +368.0% | +276.7% |
| All | +422.4% | +52.4% | +370.1% | +276.7% |
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