+382.5%
GLW vs AIG
+53.5%
+329.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -2.0% | +9.6% | +8.1% |
| 7D | +14.0% | -1.6% | +15.6% | +14.5% |
| 30D | +0.4% | -5.2% | +5.6% | +1.8% |
| 3M | -11.3% | +1.5% | -12.8% | -12.6% |
| 6M | +35.1% | -3.9% | +39.0% | +35.1% |
| YTD | +90.5% | -11.6% | +102.1% | +96.3% |
| 1Y | +132.0% | -2.9% | +135.0% | +128.7% |
| 3Y | +463.3% | +33.7% | +429.6% | +372.3% |
| 5Y | +382.5% | +52.7% | +329.8% | +266.0% |
| All | +382.5% | +53.5% | +329.0% | +266.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling