-20.1%
NVDL vs AIG
+6.0%
-26.1%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +1.5% | -7.5% | -5.3% |
| 7D | -14.0% | +2.3% | -16.3% | -12.9% |
| 30D | -31.2% | +8.8% | -40.0% | -28.0% |
| 3M | -15.5% | +3.7% | -19.2% | -13.1% |
| 6M | -10.3% | +6.8% | -17.0% | -5.6% |
| YTD | -5.8% | -2.6% | -3.1% | -2.5% |
| 1Y | -20.1% | +3.7% | -23.8% | -16.2% |
| All | -20.1% | +6.0% | -26.1% | -16.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling