-59.2%
NKE vs AIG
+33.9%
-93.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.4% |
| 7D | -4.2% | -1.2% | -3.0% | -3.8% |
| 30D | -8.2% | -1.1% | -7.1% | -7.9% |
| 3M | -19.1% | +0.7% | -19.8% | -19.3% |
| 6M | -32.6% | -2.2% | -30.5% | -32.3% |
| YTD | -40.7% | -10.8% | -29.9% | -38.8% |
| 1Y | -48.9% | -2.0% | -46.8% | -49.0% |
| 3Y | -59.2% | +34.8% | -94.1% | -62.8% |
| All | -59.2% | +33.9% | -93.1% | -62.8% |
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