+140.5%
IBM vs AIG
+65.5%
+75.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.5% | +2.9% | +3.2% |
| 7D | +3.6% | -1.4% | +5.0% | +4.1% |
| 30D | +1.5% | -3.3% | +4.9% | +2.7% |
| 3M | -12.9% | +2.2% | -15.1% | -13.4% |
| 6M | -3.9% | -2.1% | -1.8% | -3.3% |
| YTD | -17.3% | -11.2% | -6.2% | -14.4% |
| 1Y | -5.0% | -2.1% | -2.9% | -5.2% |
| 3Y | +78.2% | +34.4% | +43.8% | +57.1% |
| 5Y | +120.6% | +53.7% | +66.9% | +80.7% |
| All | +140.5% | +65.5% | +75.0% | +68.0% |
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