+1,677.3%
NOK vs AIG
-52.3%
+1,729.6%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | +8.7% | -2.4% | +11.1% | +9.2% |
| 30D | +12.5% | -2.9% | +15.4% | +13.1% |
| 3M | -20.7% | +0.8% | -21.5% | -21.1% |
| 6M | +36.2% | -2.7% | +38.8% | +36.3% |
| YTD | +64.1% | -11.2% | +75.3% | +67.4% |
| 1Y | +132.4% | -1.5% | +133.9% | +131.0% |
| 3Y | +182.9% | +34.4% | +148.5% | +161.2% |
| 5Y | +102.8% | +54.4% | +48.4% | +80.8% |
| 10Y | +126.8% | +64.4% | +62.4% | +89.5% |
| All | +1,677.3% | -52.3% | +1,729.6% | +1,352.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling