+755.6%
GOOGL vs AIG
+66.2%
+689.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.4% | +1.7% |
| 7D | 0.0% | -1.2% | +1.2% | +0.3% |
| 30D | -1.4% | -1.1% | -0.3% | -1.1% |
| 3M | -5.3% | +0.7% | -6.0% | -5.8% |
| 6M | +9.8% | -2.2% | +12.0% | +10.0% |
| YTD | +8.4% | -10.8% | +19.2% | +11.1% |
| 1Y | +41.2% | -2.0% | +43.2% | +40.3% |
| 3Y | +149.6% | +34.8% | +114.7% | +121.8% |
| 5Y | +142.6% | +55.0% | +87.5% | +103.7% |
| All | +755.6% | +66.2% | +689.4% | +544.3% |
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 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