+768.7%
HBAN vs AIG
-22.8%
+791.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.2% | -1.0% |
| 7D | -1.5% | -1.4% | 0.0% | -0.9% |
| 30D | -5.5% | -3.3% | -2.2% | -4.2% |
| 3M | -0.2% | +2.2% | -2.4% | -1.4% |
| 6M | +5.2% | -2.1% | +7.3% | +5.7% |
| YTD | -2.3% | -11.2% | +8.9% | +1.8% |
| 1Y | -2.2% | -2.1% | -0.1% | -2.3% |
| 3Y | +73.8% | +34.4% | +39.5% | +52.2% |
| 5Y | +35.2% | +53.7% | -18.5% | +12.9% |
| 10Y | +155.4% | +64.4% | +91.0% | +104.4% |
| All | +768.7% | -22.8% | +791.4% | +527.7% |
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