+139.5%
LLY vs AIG
+39.5%
+100.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.1% |
| 7D | +1.4% | +1.4% | 0.0% | +0.9% |
| 30D | +21.5% | +6.6% | +14.9% | +19.2% |
| 3M | +18.5% | +7.9% | +10.6% | +15.7% |
| 6M | +49.1% | +10.4% | +38.7% | +44.4% |
| YTD | +34.4% | -1.3% | +35.7% | +34.1% |
| 1Y | +46.3% | +11.5% | +34.8% | +40.1% |
| All | +139.5% | +39.5% | +100.0% | +115.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling