+2,841.0%
GE vs AIG
-14.1%
+2,855.1%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.2% |
| 7D | +2.7% | +6.6% | -3.9% | +0.9% |
| 30D | +8.1% | +7.0% | +1.1% | +6.0% |
| 3M | -7.9% | +9.7% | -17.6% | -10.3% |
| 6M | +12.9% | +10.8% | +2.1% | +9.4% |
| YTD | +8.2% | -1.3% | +9.5% | +7.8% |
| 1Y | +9.7% | +8.4% | +1.3% | +6.5% |
| 3Y | +266.1% | +39.0% | +227.1% | +231.2% |
| 5Y | +407.4% | +59.6% | +347.8% | +340.5% |
| 10Y | +150.3% | +68.4% | +81.9% | +109.2% |
| All | +2,841.0% | -14.1% | +2,855.1% | +1,387.1% |
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