+299.9%
NSC vs AIG
+69.4%
+230.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.5% |
| 7D | -3.5% | +1.4% | -4.9% | -4.1% |
| 30D | +3.9% | +6.6% | -2.7% | +1.1% |
| 3M | -0.8% | +7.9% | -8.7% | -4.1% |
| 6M | +7.1% | +10.4% | -3.3% | +2.2% |
| YTD | +16.4% | -1.3% | +17.7% | +16.0% |
| 1Y | +16.9% | +11.5% | +5.4% | +10.3% |
| 3Y | +78.4% | +38.8% | +39.6% | +50.9% |
| 5Y | +33.1% | +57.8% | -24.7% | +3.4% |
| 10Y | +299.9% | +68.4% | +231.5% | +149.4% |
| All | +299.9% | +69.4% | +230.4% | +149.4% |
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