+2,883.5%
GE vs AIG
-21.5%
+2,905.1%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.3% |
| 7D | -1.6% | -0.9% | -0.7% | -1.3% |
| 30D | -11.6% | -4.9% | -6.7% | -10.4% |
| 3M | +3.0% | +4.5% | -1.4% | +1.6% |
| 6M | -0.5% | -1.4% | +0.9% | -0.4% |
| YTD | +9.7% | -9.8% | +19.5% | +12.2% |
| 1Y | +20.0% | -4.5% | +24.6% | +20.5% |
| 3Y | +275.8% | +37.4% | +238.4% | +241.5% |
| 5Y | +429.1% | +55.0% | +374.1% | +363.6% |
| 10Y | +151.2% | +63.7% | +87.5% | +112.3% |
| All | +2,883.5% | -21.5% | +2,905.1% | +1,447.9% |
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