+2,413.6%
IBM vs AIG
-21.5%
+2,435.1%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.2% |
| 7D | -0.3% | -0.9% | +0.6% | -0.2% |
| 30D | +0.3% | -4.9% | +5.2% | +1.0% |
| 3M | -21.6% | +4.5% | -26.1% | -22.1% |
| 6M | -4.7% | -1.4% | -3.3% | -4.5% |
| YTD | -19.1% | -9.8% | -9.3% | -18.0% |
| 1Y | -2.5% | -4.5% | +2.0% | -2.2% |
| 3Y | +74.2% | +37.4% | +36.7% | +64.7% |
| 5Y | +113.1% | +55.0% | +58.2% | +96.4% |
| 10Y | +133.5% | +63.7% | +69.9% | +106.9% |
| All | +2,413.6% | -21.5% | +2,435.1% | +1,408.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling