+335.7%
NSC vs AIG
+63.9%
+271.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.9% | -1.6% |
| 7D | -2.0% | -1.4% | -0.6% | -1.5% |
| 30D | -3.2% | -3.3% | +0.1% | -1.8% |
| 3M | +3.9% | +2.2% | +1.7% | +2.7% |
| 6M | +7.8% | -2.1% | +9.9% | +8.3% |
| YTD | +13.4% | -11.2% | +24.6% | +18.4% |
| 1Y | +20.3% | -2.1% | +22.4% | +19.9% |
| 3Y | +76.1% | +34.4% | +41.7% | +50.9% |
| 5Y | +45.0% | +53.7% | -8.7% | +13.7% |
| 10Y | +335.7% | +64.4% | +271.3% | +178.3% |
| All | +335.7% | +63.9% | +271.9% | +178.3% |
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