+240.0%
GM vs AIG
+186.0%
+54.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | 0.0% | +2.8% | +2.8% |
| 7D | -1.1% | -2.4% | +1.3% | +0.3% |
| 30D | -3.4% | -2.9% | -0.5% | -1.8% |
| 3M | +8.7% | +0.8% | +7.9% | +7.8% |
| 6M | +15.4% | -2.7% | +18.1% | +16.0% |
| YTD | +6.6% | -11.2% | +17.8% | +12.4% |
| 1Y | +51.5% | -1.5% | +53.0% | +49.6% |
| 3Y | +169.3% | +34.4% | +135.0% | +118.1% |
| 5Y | +81.6% | +54.4% | +27.1% | +34.5% |
| 10Y | +240.7% | +64.4% | +176.3% | +117.7% |
| All | +240.0% | +186.0% | +54.0% | +45.0% |
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 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