+1,580.3%
LLY vs AIG
+63.9%
+1,516.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.4% | -0.1% |
| 7D | -3.1% | -1.4% | -1.6% | -2.8% |
| 30D | -8.6% | -3.3% | -5.3% | -8.1% |
| 3M | -1.6% | +2.2% | -3.8% | -2.1% |
| 6M | +11.8% | -2.1% | +14.0% | +12.2% |
| YTD | +5.1% | -11.2% | +16.3% | +7.0% |
| 1Y | +50.7% | -2.1% | +52.8% | +50.7% |
| 3Y | +95.7% | +34.4% | +61.3% | +85.6% |
| 5Y | +390.2% | +53.7% | +336.5% | +349.8% |
| 10Y | +1,580.3% | +64.4% | +1,515.9% | +1,349.1% |
| All | +1,580.3% | +63.9% | +1,516.4% | +1,349.1% |
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