+1,449.6%
NET vs AIG
+59.9%
+1,389.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.1% | -1.8% |
| 7D | -7.0% | -0.9% | -6.0% | -6.8% |
| 30D | -4.8% | -4.9% | +0.1% | -3.7% |
| 3M | +3.8% | +4.5% | -0.6% | +2.5% |
| 6M | +50.0% | -1.4% | +51.5% | +50.1% |
| YTD | +41.5% | -9.8% | +51.3% | +44.2% |
| 1Y | +32.8% | -4.5% | +37.4% | +33.2% |
| 3Y | +335.9% | +37.4% | +298.4% | +302.9% |
| 5Y | +113.8% | +55.0% | +58.9% | +94.4% |
| All | +1,449.6% | +59.9% | +1,389.7% | +1,648.4% |
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