+140.2%
NI vs AIG
+66.2%
+74.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.1% |
| 7D | 0.0% | -1.2% | +1.2% | +0.3% |
| 30D | -1.4% | -1.1% | -0.3% | -1.1% |
| 3M | -10.6% | +0.7% | -11.3% | -10.9% |
| 6M | -9.3% | -2.2% | -7.1% | -9.1% |
| YTD | +1.1% | -10.8% | +12.0% | +3.6% |
| 1Y | +3.4% | -2.0% | +5.4% | +3.0% |
| 3Y | +67.9% | +34.8% | +33.0% | +52.3% |
| 5Y | +98.0% | +55.0% | +42.9% | +69.6% |
| All | +140.2% | +66.2% | +74.0% | +69.7% |
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