+50.7%
LLY vs AIG
-2.4%
+53.1%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -7.9% |
| 3M | -1.6% | +2.2% | -3.8% | -1.9% |
| 6M | +11.8% | -2.1% | +14.0% | +12.0% |
| YTD | +5.1% | -11.2% | +16.3% | +6.2% |
| 1Y | +50.7% | -2.1% | +52.8% | +45.2% |
| All | +50.7% | -2.4% | +53.1% | +45.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling