+136.0%
GOOG vs AIG
+53.2%
+82.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | +1.4% |
| 7D | 0.0% | -1.2% | +1.2% | +0.3% |
| 30D | -2.0% | -1.1% | -0.9% | -1.7% |
| 3M | -5.9% | +0.7% | -6.5% | -6.3% |
| 6M | +8.9% | -2.2% | +11.1% | +9.1% |
| YTD | +7.1% | -10.8% | +17.9% | +9.8% |
| 1Y | +39.7% | -2.0% | +41.7% | +38.7% |
| 3Y | +145.8% | +34.8% | +111.0% | +113.2% |
| All | +136.0% | +53.2% | +82.9% | +87.2% |
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 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