+293.0%
IBKR vs AIG
+33.9%
+259.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.4% | +1.8% | +2.0% |
| 7D | -1.3% | -1.2% | -0.2% | -0.9% |
| 30D | -0.2% | -1.1% | +0.8% | +0.1% |
| 3M | +3.0% | +0.7% | +2.3% | +2.2% |
| 6M | +33.9% | -2.2% | +36.0% | +34.2% |
| YTD | +42.5% | -10.8% | +53.3% | +48.2% |
| 1Y | +44.9% | -2.0% | +46.9% | +42.9% |
| 3Y | +293.0% | +34.8% | +258.2% | +239.7% |
| All | +293.0% | +33.9% | +259.1% | +239.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling