+231.1%
GM vs AIG
+66.2%
+164.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.8% |
| 7D | -2.4% | -1.2% | -1.3% | -1.8% |
| 30D | -1.1% | -1.1% | 0.0% | -0.5% |
| 3M | +6.1% | +0.7% | +5.4% | +5.2% |
| 6M | +15.0% | -2.2% | +17.1% | +15.2% |
| YTD | +6.0% | -10.8% | +16.8% | +11.9% |
| 1Y | +47.1% | -2.0% | +49.1% | +45.4% |
| 3Y | +170.5% | +34.8% | +135.7% | +113.1% |
| 5Y | +80.5% | +55.0% | +25.5% | +28.2% |
| All | +231.1% | +66.2% | +164.9% | +85.6% |
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 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