+3.4%
NI vs AIG
-1.2%
+4.6%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.1% |
| 7D | 0.0% | -1.2% | +1.2% | +0.1% |
| 30D | -1.4% | -1.1% | -0.3% | -1.3% |
| 3M | -10.6% | +0.7% | -11.3% | -10.6% |
| 6M | -9.3% | -2.2% | -7.1% | -9.3% |
| YTD | +1.1% | -10.8% | +12.0% | +1.8% |
| 1Y | +3.4% | -2.0% | +5.4% | +1.4% |
| All | +3.4% | -1.2% | +4.6% | +1.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling