+227.5%
LOW vs AIG
+66.2%
+161.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | 0.0% |
| 7D | -3.7% | -1.2% | -2.6% | -3.3% |
| 30D | -8.9% | -1.1% | -7.8% | -8.5% |
| 3M | -10.4% | +0.7% | -11.1% | -10.8% |
| 6M | -19.4% | -2.2% | -17.2% | -19.0% |
| YTD | -17.1% | -10.8% | -6.3% | -14.1% |
| 1Y | -26.3% | -2.0% | -24.2% | -26.6% |
| 3Y | -9.9% | +34.8% | -44.7% | -21.8% |
| 5Y | +6.1% | +55.0% | -48.9% | -15.0% |
| All | +227.5% | +66.2% | +161.4% | +108.0% |
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 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