+1,428.5%
IBKR vs AIG
-91.2%
+1,519.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.4% | +1.8% | +2.1% |
| 7D | -1.3% | -1.2% | -0.2% | -1.1% |
| 30D | -0.2% | -1.1% | +0.8% | 0.0% |
| 3M | +3.0% | +0.7% | +2.3% | +2.7% |
| 6M | +33.9% | -2.2% | +36.0% | +34.2% |
| YTD | +42.5% | -10.8% | +53.3% | +45.2% |
| 1Y | +44.9% | -2.0% | +46.9% | +44.5% |
| 3Y | +293.0% | +34.8% | +258.2% | +267.9% |
| 5Y | +497.7% | +55.0% | +442.6% | +444.4% |
| 10Y | +1,004.4% | +65.1% | +939.3% | +859.3% |
| All | +1,428.5% | -91.2% | +1,519.7% | +1,785.5% |
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