+3,340.5%
GLW vs AIG
-14.1%
+3,354.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.4% | -4.7% | -4.4% |
| 7D | +7.7% | +6.6% | +1.2% | +6.2% |
| 30D | -18.8% | +7.0% | -25.9% | -20.2% |
| 3M | -27.7% | +9.7% | -37.4% | -29.4% |
| 6M | -44.4% | +10.8% | -55.2% | -46.2% |
| YTD | +31.3% | -1.3% | +32.6% | +30.0% |
| 1Y | +40.0% | +8.4% | +31.7% | +35.6% |
| 3Y | +339.2% | +39.0% | +300.2% | +299.4% |
| 5Y | +229.2% | +59.6% | +169.6% | +188.5% |
| 10Y | +528.4% | +68.4% | +460.0% | +424.9% |
| All | +3,340.5% | -14.1% | +3,354.6% | +1,560.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling