+36.3%
HBAN vs AIG
+53.2%
-16.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.5% |
| 7D | -1.0% | -1.2% | +0.2% | -0.2% |
| 30D | -5.6% | -1.1% | -4.5% | -4.9% |
| 3M | -1.1% | +0.7% | -1.8% | -2.1% |
| 6M | +9.9% | -2.2% | +12.1% | +10.6% |
| YTD | -0.9% | -10.8% | +9.9% | +5.5% |
| 1Y | -1.4% | -2.0% | +0.6% | -2.4% |
| 3Y | +78.2% | +34.8% | +43.4% | +35.0% |
| All | +36.3% | +53.2% | -16.8% | -10.3% |
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 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