+10,545.1%
LIN vs AIG
-27.0%
+10,572.1%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.1% | -0.8% |
| 7D | -2.1% | -0.9% | -1.2% | -2.0% |
| 30D | -2.4% | -4.9% | +2.5% | -1.6% |
| 3M | -5.6% | +4.5% | -10.0% | -6.4% |
| 6M | -3.4% | -1.4% | -1.9% | -3.3% |
| YTD | +13.1% | -9.8% | +22.9% | +14.9% |
| 1Y | +2.5% | -4.5% | +7.0% | +2.9% |
| 3Y | +27.6% | +37.4% | -9.8% | +19.7% |
| 5Y | +63.0% | +55.0% | +8.1% | +49.0% |
| 10Y | +359.3% | +63.7% | +295.6% | +300.7% |
| All | +10,545.1% | -27.0% | +10,572.1% | +7,006.8% |
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