+116.8%
NDAQ vs AIG
+39.5%
+77.3%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.5% | -0.3% |
| 7D | +1.3% | +6.6% | -5.3% | -0.6% |
| 30D | +18.0% | +7.0% | +10.9% | +15.6% |
| 3M | +11.5% | +9.7% | +1.8% | +8.5% |
| 6M | +21.1% | +10.8% | +10.3% | +17.3% |
| YTD | +12.8% | -1.3% | +14.1% | +12.9% |
| 1Y | +25.7% | +8.4% | +17.3% | +21.6% |
| 3Y | +116.8% | +39.0% | +77.8% | +95.1% |
| All | +116.8% | +39.5% | +77.3% | +95.1% |
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 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