+2,327.9%
NDAQ vs AIG
-90.5%
+2,418.3%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.0% | -1.7% |
| 7D | -2.4% | -0.9% | -1.5% | -2.2% |
| 30D | +2.5% | -4.9% | +7.3% | +3.5% |
| 3M | +9.9% | +4.5% | +5.5% | +8.9% |
| 6M | +9.4% | -1.4% | +10.9% | +9.6% |
| YTD | +0.4% | -9.8% | +10.2% | +2.2% |
| 1Y | +4.0% | -4.5% | +8.6% | +4.4% |
| 3Y | +94.4% | +37.4% | +56.9% | +80.4% |
| 5Y | +56.7% | +55.0% | +1.8% | +40.5% |
| 10Y | +375.3% | +63.7% | +311.6% | +300.1% |
| All | +2,327.9% | -90.5% | +2,418.3% | +2,679.0% |
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 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