+5,596.8%
HON vs AIG
-23.1%
+5,619.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.4% | -0.2% |
| 7D | -0.8% | -1.6% | +0.8% | -0.5% |
| 30D | -15.2% | -5.2% | -10.0% | -14.2% |
| 3M | -6.0% | +1.5% | -7.4% | -6.4% |
| 6M | -14.9% | -3.9% | -11.0% | -14.3% |
| YTD | +3.2% | -11.6% | +14.8% | +5.6% |
| 1Y | 0.0% | -2.9% | +3.0% | 0.0% |
| 3Y | +21.5% | +33.7% | -12.3% | +12.7% |
| 5Y | +4.0% | +52.7% | -48.6% | -7.1% |
| 10Y | +138.4% | +62.6% | +75.8% | +102.9% |
| All | +5,596.8% | -23.1% | +5,619.9% | +3,411.1% |
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