+3,273.8%
GLW vs AIG
-14.7%
+3,288.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +3.4% | -6.7% | -4.0% |
| 7D | -11.1% | +2.2% | -13.3% | -11.6% |
| 30D | -28.4% | +6.9% | -35.3% | -29.6% |
| 3M | -28.8% | +6.8% | -35.6% | -30.1% |
| 6M | -39.8% | +9.2% | -49.1% | -41.6% |
| YTD | +28.7% | -1.9% | +30.7% | +27.6% |
| 1Y | +27.7% | +9.7% | +18.1% | +23.3% |
| 3Y | +331.3% | +37.9% | +293.4% | +292.8% |
| 5Y | +233.4% | +56.8% | +176.6% | +193.3% |
| 10Y | +521.8% | +67.6% | +454.2% | +419.9% |
| All | +3,273.8% | -14.7% | +3,288.5% | +1,530.3% |
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