+17.5%
LUV vs AIG
+66.2%
-48.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +1.2% |
| 7D | -1.0% | -1.2% | +0.2% | -0.3% |
| 30D | -12.4% | -1.1% | -11.3% | -11.8% |
| 3M | -11.0% | +0.7% | -11.7% | -11.7% |
| 6M | -5.0% | -2.2% | -2.8% | -4.3% |
| YTD | -3.8% | -10.8% | +7.1% | +1.3% |
| 1Y | +25.9% | -2.0% | +27.9% | +25.1% |
| 3Y | +42.2% | +34.8% | +7.4% | +16.9% |
| 5Y | -10.8% | +55.0% | -65.8% | -33.5% |
| All | +17.5% | +66.2% | -48.7% | -31.4% |
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