+5,565.6%
NSC vs AIG
-17.5%
+5,583.0%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.4% | -0.6% | +1.3% |
| 7D | -5.4% | -3.4% | -2.0% | -4.7% |
| 30D | +2.9% | +3.4% | -0.4% | +2.2% |
| 3M | -2.2% | +1.7% | -3.9% | -2.6% |
| 6M | +5.3% | +5.7% | -0.4% | +3.9% |
| YTD | +14.8% | -5.1% | +19.9% | +15.6% |
| 1Y | +16.6% | +6.1% | +10.5% | +14.7% |
| 3Y | +78.6% | +35.5% | +43.1% | +66.5% |
| 5Y | +27.2% | +51.9% | -24.8% | +14.8% |
| 10Y | +302.5% | +68.2% | +234.3% | +244.0% |
| All | +5,565.6% | -17.5% | +5,583.0% | +3,028.4% |
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 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