+134.7%
GLW vs AIG
-2.4%
+137.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.0% | +1.7% |
| 7D | +16.9% | -1.4% | +18.3% | +16.3% |
| 30D | +7.0% | -3.3% | +10.3% | +5.8% |
| 3M | -3.0% | +2.2% | -5.1% | -2.5% |
| 6M | +31.0% | -2.1% | +33.1% | +31.5% |
| YTD | +93.4% | -11.2% | +104.6% | +94.0% |
| 1Y | +134.7% | -2.1% | +136.9% | +135.6% |
| All | +134.7% | -2.4% | +137.1% | +135.6% |
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