+361.0%
LIN vs AIG
+65.2%
+295.8%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.1% | -0.7% |
| 7D | -2.1% | -0.9% | -1.2% | -1.8% |
| 30D | -2.4% | -4.9% | +2.5% | -0.7% |
| 3M | -5.6% | +4.5% | -10.0% | -7.2% |
| 6M | -3.4% | -1.4% | -1.9% | -3.2% |
| YTD | +13.1% | -9.8% | +22.9% | +16.6% |
| 1Y | +2.5% | -4.5% | +7.0% | +3.1% |
| 3Y | +27.6% | +37.4% | -9.8% | +11.2% |
| 5Y | +63.0% | +55.0% | +8.1% | +34.0% |
| All | +361.0% | +65.2% | +295.8% | +225.7% |
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