+274.5%
IR vs AIG
+54.2%
+220.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -3.1% | -2.4% | -0.7% | -1.8% |
| 30D | -14.0% | -2.9% | -11.1% | -12.7% |
| 3M | +3.7% | +0.8% | +2.9% | +2.9% |
| 6M | -15.4% | -2.7% | -12.7% | -14.7% |
| YTD | -7.7% | -11.2% | +3.5% | -2.8% |
| 1Y | -8.8% | -1.5% | -7.3% | -9.7% |
| 3Y | +5.6% | +34.4% | -28.8% | -12.1% |
| 5Y | +34.3% | +54.4% | -20.1% | +2.3% |
| All | +274.5% | +54.2% | +220.3% | +153.1% |
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 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