+134.5%
IBM vs AIG
+65.5%
+69.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | -0.3% | -2.4% | +2.1% | +0.5% |
| 30D | -1.8% | -2.9% | +1.1% | -0.9% |
| 3M | -13.5% | +0.8% | -14.2% | -13.6% |
| 6M | -5.1% | -2.7% | -2.4% | -4.3% |
| YTD | -19.4% | -11.2% | -8.2% | -16.5% |
| 1Y | -6.5% | -1.5% | -5.0% | -7.0% |
| 3Y | +73.8% | +34.4% | +39.4% | +53.3% |
| 5Y | +116.3% | +54.4% | +61.9% | +76.8% |
| All | +134.5% | +65.5% | +69.0% | +63.9% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling