+105.9%
GILD vs AIG
+33.9%
+72.0%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.9% |
| 7D | -4.8% | -1.2% | -3.7% | -4.5% |
| 30D | +5.8% | -1.1% | +6.8% | +6.0% |
| 3M | +14.9% | +0.7% | +14.3% | +14.6% |
| 6M | -0.4% | -2.2% | +1.8% | -0.1% |
| YTD | +18.5% | -10.8% | +29.4% | +21.5% |
| 1Y | +25.1% | -2.0% | +27.1% | +24.4% |
| 3Y | +105.9% | +34.8% | +71.1% | +80.3% |
| All | +105.9% | +33.9% | +72.0% | +80.3% |
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