+514.0%
NOW vs AIG
+67.5%
+446.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.5% |
| 7D | +0.3% | +6.6% | -6.3% | -1.6% |
| 30D | -27.0% | +7.0% | -34.0% | -28.6% |
| 3M | -19.6% | +9.7% | -29.4% | -22.0% |
| 6M | +17.5% | +10.8% | +6.7% | +13.6% |
| YTD | -33.3% | -1.3% | -32.0% | -33.5% |
| 1Y | -39.8% | +8.4% | -48.2% | -41.8% |
| 3Y | -19.9% | +39.0% | -58.9% | -28.7% |
| 5Y | -26.1% | +59.6% | -85.7% | -37.4% |
| All | +514.0% | +67.5% | +446.4% | +369.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling