+39.1%
O vs AIG
+39.5%
-0.4%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.8% |
| 7D | -0.4% | +6.6% | -6.9% | -1.6% |
| 30D | +7.1% | +7.0% | +0.1% | +5.7% |
| 3M | -5.2% | +9.7% | -14.9% | -6.9% |
| 6M | -1.8% | +10.8% | -12.6% | -3.7% |
| YTD | +9.1% | -1.3% | +10.3% | +8.9% |
| 1Y | +9.7% | +8.4% | +1.3% | +7.7% |
| 3Y | +39.1% | +39.0% | +0.1% | +24.8% |
| All | +39.1% | +39.5% | -0.4% | +24.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling