+699.9%
IYR vs AIG
-91.9%
+791.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.9% | +0.3% |
| 7D | -0.4% | -1.6% | +1.2% | -0.1% |
| 30D | -2.5% | -5.2% | +2.7% | -1.5% |
| 3M | +1.5% | +1.5% | 0.0% | +1.1% |
| 6M | +3.9% | -3.9% | +7.8% | +4.6% |
| YTD | +9.5% | -11.6% | +21.1% | +12.0% |
| 1Y | +7.5% | -2.9% | +10.4% | +7.5% |
| 3Y | +30.8% | +33.7% | -3.0% | +22.0% |
| 5Y | +4.8% | +52.7% | -47.9% | -5.8% |
| 10Y | +64.3% | +62.6% | +1.7% | +39.3% |
| All | +699.9% | -91.9% | +791.7% | +763.4% |
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