+179.9%
INTC vs AIG
+33.4%
+146.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.2% | +1.5% |
| 7D | +18.0% | -1.4% | +19.4% | +18.5% |
| 30D | +8.9% | -3.3% | +12.3% | +10.1% |
| 3M | -1.6% | +2.2% | -3.7% | -3.5% |
| 6M | +133.1% | -2.1% | +135.2% | +132.5% |
| YTD | +187.9% | -11.2% | +199.1% | +201.9% |
| 1Y | +334.7% | -2.1% | +336.8% | +320.3% |
| All | +179.9% | +33.4% | +146.5% | +170.6% |
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