+72.4%
IBM vs AIG
+34.0%
+38.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.8% | -0.7% |
| 7D | +0.3% | -1.6% | +1.9% | +0.7% |
| 30D | -1.5% | -5.2% | +3.7% | -0.1% |
| 3M | -16.8% | +1.5% | -18.2% | -16.7% |
| 6M | -9.0% | -3.9% | -5.1% | -8.0% |
| YTD | -20.1% | -11.6% | -8.4% | -17.5% |
| 1Y | -7.0% | -2.9% | -4.1% | -6.9% |
| 3Y | +72.4% | +33.7% | +38.6% | +56.1% |
| All | +72.4% | +34.0% | +38.4% | +56.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling