+13,193.3%
GOOGL vs AIG
-90.9%
+13,284.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.5% | -2.7% | -2.3% |
| 7D | -1.9% | -1.4% | -0.4% | -1.7% |
| 30D | -7.5% | -3.3% | -4.1% | -7.0% |
| 3M | -9.2% | +2.2% | -11.3% | -9.5% |
| 6M | +8.1% | -2.1% | +10.2% | +8.2% |
| YTD | +5.8% | -11.2% | +17.0% | +7.2% |
| 1Y | +38.3% | -2.1% | +40.5% | +38.0% |
| 3Y | +144.8% | +34.4% | +110.4% | +132.7% |
| 5Y | +132.5% | +53.7% | +78.8% | +116.2% |
| 10Y | +746.7% | +64.4% | +682.3% | +654.4% |
| All | +13,193.3% | -90.9% | +13,284.2% | +14,584.2% |
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 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