+91.1%
NDAQ vs AIG
+33.4%
+57.8%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.3% | -1.0% |
| 7D | -1.6% | -1.4% | -0.1% | -1.1% |
| 30D | -1.5% | -3.3% | +1.9% | -0.4% |
| 3M | +8.0% | +2.2% | +5.9% | +7.2% |
| 6M | +7.7% | -2.1% | +9.9% | +8.1% |
| YTD | -2.3% | -11.2% | +8.9% | +1.0% |
| 1Y | +0.6% | -2.1% | +2.7% | -0.1% |
| All | +91.1% | +33.4% | +57.8% | +57.0% |
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 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