+5,605.4%
NSC vs AIG
-21.5%
+5,626.9%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.7% |
| 7D | -5.5% | -0.9% | -4.6% | -5.3% |
| 30D | -3.2% | -4.9% | +1.7% | -2.2% |
| 3M | +7.7% | +4.5% | +3.2% | +6.6% |
| 6M | +4.5% | -1.4% | +6.0% | +4.7% |
| YTD | +15.6% | -9.8% | +25.4% | +17.7% |
| 1Y | +19.8% | -4.5% | +24.4% | +20.4% |
| 3Y | +70.1% | +37.4% | +32.7% | +58.1% |
| 5Y | +46.1% | +55.0% | -8.8% | +31.4% |
| 10Y | +328.1% | +63.7% | +264.4% | +268.3% |
| All | +5,605.4% | -21.5% | +5,626.9% | +3,084.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling