+123.2%
GLW vs AIG
-4.5%
+127.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.8% | +6.5% | +5.4% |
| 7D | +3.8% | -0.9% | +4.7% | +3.4% |
| 30D | -1.3% | -4.9% | +3.5% | -3.0% |
| 3M | -21.8% | +4.5% | -26.3% | -20.9% |
| 6M | +6.9% | -1.4% | +8.3% | +8.0% |
| YTD | +77.2% | -9.8% | +87.0% | +78.2% |
| 1Y | +123.2% | -4.5% | +127.8% | +126.2% |
| All | +123.2% | -4.5% | +127.7% | +126.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling