+554.2%
GLW vs AIG
+66.9%
+487.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.7% |
| 7D | +15.5% | +2.0% | +13.5% | +14.5% |
| 30D | -19.6% | +6.3% | -25.9% | -21.7% |
| 3M | -28.5% | +9.2% | -37.7% | -31.4% |
| 6M | -39.5% | +9.5% | -49.0% | -42.8% |
| YTD | +37.2% | -1.6% | +38.8% | +35.0% |
| 1Y | +35.4% | +8.5% | +27.0% | +27.3% |
| 3Y | +359.7% | +38.3% | +321.4% | +279.3% |
| 5Y | +244.0% | +59.0% | +185.0% | +160.3% |
| All | +554.2% | +66.9% | +487.2% | +317.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling