+327.1%
NET vs AIG
+38.1%
+289.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.1% | -1.7% |
| 7D | -7.0% | -0.9% | -6.0% | -6.7% |
| 30D | -4.8% | -4.9% | +0.1% | -3.3% |
| 3M | +3.8% | +4.5% | -0.6% | +1.7% |
| 6M | +50.0% | -1.4% | +51.5% | +50.1% |
| YTD | +41.5% | -9.8% | +51.3% | +45.9% |
| 1Y | +32.8% | -4.5% | +37.4% | +33.3% |
| All | +327.1% | +38.1% | +289.0% | +239.0% |
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