-2.9%
IBM vs AIG
-1.2%
-1.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.4% | +3.6% | +3.9% |
| 7D | +3.6% | -1.2% | +4.7% | +3.8% |
| 30D | +3.1% | -1.1% | +4.2% | +3.2% |
| 3M | -10.8% | +0.7% | -11.5% | -10.2% |
| 6M | -0.8% | -2.2% | +1.4% | -0.2% |
| YTD | -16.2% | -10.8% | -5.4% | -15.6% |
| 1Y | -2.9% | -2.0% | -0.9% | -0.7% |
| All | -2.9% | -1.2% | -1.7% | -0.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling