+32.6%
NET vs AIG
+50.9%
-18.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.5% | -4.0% | -3.3% |
| 7D | -16.4% | +2.3% | -18.7% | -17.5% |
| 30D | -25.8% | +8.8% | -34.6% | -29.5% |
| 3M | -11.5% | +3.7% | -15.2% | -13.9% |
| 6M | +18.9% | +6.8% | +12.2% | +13.1% |
| YTD | +35.2% | -2.6% | +37.9% | +35.0% |
| 1Y | +14.5% | +3.7% | +10.7% | +9.3% |
| 3Y | +313.8% | +37.1% | +276.8% | +217.6% |
| 5Y | +32.6% | +51.7% | -19.1% | -10.9% |
| All | +32.6% | +50.9% | -18.4% | -10.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling