+790.0%
NOW vs AIG
+61.7%
+728.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -2.0% | -3.0% | -4.4% |
| 7D | -6.1% | -1.6% | -4.5% | -5.6% |
| 30D | +7.5% | -5.2% | +12.7% | +9.2% |
| 3M | +17.5% | +1.5% | +16.1% | +17.1% |
| 6M | +7.9% | -3.9% | +11.9% | +9.1% |
| YTD | -12.4% | -11.6% | -0.8% | -9.6% |
| 1Y | -28.6% | -2.9% | -25.6% | -28.6% |
| 3Y | +11.8% | +33.7% | -21.9% | +0.9% |
| 5Y | +2.6% | +52.7% | -50.0% | -11.6% |
| 10Y | +790.0% | +62.6% | +727.4% | +583.1% |
| All | +790.0% | +61.7% | +728.3% | +583.1% |
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