+427.2%
LIN vs AIG
+69.4%
+357.7%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.7% |
| 7D | +0.3% | +1.4% | -1.1% | -0.2% |
| 30D | +8.0% | +6.6% | +1.4% | +5.5% |
| 3M | +7.7% | +7.9% | -0.2% | +4.7% |
| 6M | +5.1% | +10.4% | -5.3% | +1.1% |
| YTD | +24.7% | -1.3% | +26.0% | +24.3% |
| 1Y | +25.1% | +11.5% | +13.6% | +19.2% |
| 3Y | +36.8% | +38.8% | -1.9% | +18.9% |
| 5Y | +67.9% | +57.8% | +10.0% | +36.9% |
| 10Y | +427.2% | +68.4% | +358.8% | +273.4% |
| All | +427.2% | +69.4% | +357.7% | +273.4% |
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 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