+66.9%
IYR vs AIG
+66.2%
+0.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.6% |
| 7D | -1.4% | -1.2% | -0.2% | -1.0% |
| 30D | -2.7% | -1.1% | -1.6% | -2.3% |
| 3M | -2.1% | +0.7% | -2.8% | -2.5% |
| 6M | +3.6% | -2.2% | +5.8% | +4.0% |
| YTD | +8.1% | -10.8% | +19.0% | +11.7% |
| 1Y | +4.7% | -2.0% | +6.7% | +4.4% |
| 3Y | +29.1% | +34.8% | -5.7% | +14.1% |
| 5Y | +6.9% | +55.0% | -48.1% | -11.9% |
| All | +66.9% | +66.2% | +0.8% | +10.1% |
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