-26.4%
NOW vs AIG
+47.6%
-74.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.9% | +3.5% | +1.1% |
| 7D | -3.0% | -5.1% | +2.1% | -1.1% |
| 30D | -26.0% | +2.8% | -28.8% | -27.2% |
| 3M | -13.1% | -2.1% | -11.0% | -12.8% |
| 6M | +14.5% | +1.4% | +13.1% | +13.3% |
| YTD | -33.4% | -7.4% | -26.1% | -32.1% |
| 1Y | -40.6% | +4.4% | -45.1% | -42.6% |
| 3Y | -16.3% | +30.0% | -46.3% | -28.4% |
| All | -26.4% | +47.6% | -74.0% | -42.2% |
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 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