+144.8%
IBM vs AIG
+66.9%
+77.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.3% |
| 7D | -0.3% | +2.0% | -2.3% | -1.0% |
| 30D | +6.8% | +6.3% | +0.4% | +4.5% |
| 3M | +4.4% | +9.2% | -4.8% | +1.2% |
| 6M | +13.2% | +9.5% | +3.7% | +9.6% |
| YTD | -15.1% | -1.6% | -13.5% | -15.2% |
| 1Y | -20.2% | +8.5% | -28.7% | -23.0% |
| 3Y | +79.3% | +38.3% | +41.0% | +56.7% |
| 5Y | +147.5% | +59.0% | +88.4% | +100.7% |
| All | +144.8% | +66.9% | +77.9% | +71.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling