+336.0%
IR vs AIG
+71.4%
+264.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.6% | -0.5% |
| 7D | +2.5% | +6.6% | -4.1% | -0.9% |
| 30D | +9.2% | +7.0% | +2.1% | +5.1% |
| 3M | +0.9% | +9.7% | -8.8% | -4.2% |
| 6M | +19.2% | +10.8% | +8.4% | +12.0% |
| YTD | +7.5% | -1.3% | +8.8% | +6.6% |
| 1Y | +11.7% | +8.4% | +3.4% | +5.3% |
| 3Y | +23.9% | +39.0% | -15.1% | +1.1% |
| 5Y | +46.4% | +59.6% | -13.2% | +9.3% |
| All | +336.0% | +71.4% | +264.5% | +177.8% |
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