+5,602.3%
NSC vs AIG
-14.7%
+5,617.0%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.4% | -2.7% | -0.1% |
| 7D | -3.4% | +2.2% | -5.6% | -3.9% |
| 30D | +3.6% | +6.9% | -3.2% | +2.2% |
| 3M | -1.4% | +6.8% | -8.2% | -2.8% |
| 6M | +6.0% | +9.2% | -3.3% | +3.9% |
| YTD | +15.5% | -1.9% | +17.4% | +15.6% |
| 1Y | +16.2% | +9.7% | +6.6% | +13.6% |
| 3Y | +76.9% | +37.9% | +39.0% | +64.3% |
| 5Y | +29.3% | +56.8% | -27.5% | +15.9% |
| 10Y | +298.3% | +67.6% | +230.7% | +240.2% |
| All | +5,602.3% | -14.7% | +5,617.0% | +3,026.6% |
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