+61.9%
LIN vs AIG
+54.7%
+7.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.1% | -0.6% |
| 7D | -2.1% | -0.9% | -1.2% | -1.8% |
| 30D | -2.4% | -4.9% | +2.5% | -0.6% |
| 3M | -5.6% | +4.5% | -10.0% | -7.3% |
| 6M | -3.4% | -1.4% | -1.9% | -3.2% |
| YTD | +13.1% | -9.8% | +22.9% | +16.9% |
| 1Y | +2.5% | -4.5% | +7.0% | +3.2% |
| 3Y | +27.6% | +37.4% | -9.8% | +8.5% |
| All | +61.9% | +54.7% | +7.2% | +27.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling