+37.3%
IR vs AIG
+53.4%
-16.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.5% | -2.5% | -2.3% |
| 7D | -1.9% | -1.4% | -0.4% | -1.1% |
| 30D | -15.0% | -3.3% | -11.7% | -13.5% |
| 3M | -0.4% | +2.2% | -2.6% | -2.1% |
| 6M | -15.0% | -2.1% | -12.9% | -14.6% |
| YTD | -7.1% | -11.2% | +4.1% | -1.8% |
| 1Y | -7.5% | -2.1% | -5.4% | -8.3% |
| 3Y | +6.3% | +34.4% | -28.1% | -13.8% |
| 5Y | +37.3% | +53.7% | -16.4% | +0.9% |
| All | +37.3% | +53.4% | -16.1% | +0.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling