+2,627.5%
NDAQ vs AIG
-89.5%
+2,717.1%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.5% | -0.2% |
| 7D | +1.3% | +6.6% | -5.3% | -0.1% |
| 30D | +18.0% | +7.0% | +10.9% | +16.3% |
| 3M | +11.5% | +9.7% | +1.8% | +9.4% |
| 6M | +21.1% | +10.8% | +10.3% | +18.4% |
| YTD | +12.8% | -1.3% | +14.1% | +12.6% |
| 1Y | +25.7% | +8.4% | +17.3% | +23.0% |
| 3Y | +116.8% | +39.0% | +77.8% | +100.6% |
| 5Y | +67.3% | +59.6% | +7.6% | +49.0% |
| 10Y | +473.3% | +68.4% | +404.9% | +379.4% |
| All | +2,627.5% | -89.5% | +2,717.1% | +2,962.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling