+140.9%
NOK vs AIG
-1.2%
+142.1%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.4% | +4.4% | +4.9% |
| 7D | +11.0% | -1.2% | +12.1% | +10.8% |
| 30D | +7.8% | -1.1% | +8.9% | +7.7% |
| 3M | -21.0% | +0.7% | -21.7% | -21.2% |
| 6M | +40.9% | -2.2% | +43.1% | +41.1% |
| YTD | +72.0% | -10.8% | +82.9% | +70.2% |
| 1Y | +140.9% | -2.0% | +142.9% | +139.2% |
| All | +140.9% | -1.2% | +142.1% | +139.2% |
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