-74.7%
NKE vs AIG
+53.2%
-127.9%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.3% |
| 7D | -4.2% | -1.2% | -3.0% | -3.7% |
| 30D | -8.2% | -1.1% | -7.1% | -7.8% |
| 3M | -19.1% | +0.7% | -19.8% | -19.4% |
| 6M | -32.6% | -2.2% | -30.5% | -32.3% |
| YTD | -40.7% | -10.8% | -29.9% | -38.4% |
| 1Y | -48.9% | -2.0% | -46.8% | -49.1% |
| 3Y | -59.2% | +34.8% | -94.1% | -65.3% |
| All | -74.7% | +53.2% | -127.9% | -80.0% |
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 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