+5,387.7%
O vs AIG
-53.4%
+5,441.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | +0.1% | -0.6% |
| 7D | -0.7% | -0.9% | +0.2% | -0.6% |
| 30D | -1.9% | -4.9% | +3.0% | -1.0% |
| 3M | +3.8% | +4.5% | -0.6% | +3.0% |
| 6M | -4.7% | -1.4% | -3.3% | -4.6% |
| YTD | +12.5% | -9.8% | +22.3% | +14.3% |
| 1Y | +10.8% | -4.5% | +15.4% | +11.2% |
| 3Y | +28.8% | +37.4% | -8.7% | +20.2% |
| 5Y | +13.2% | +55.0% | -41.8% | +2.1% |
| 10Y | +53.5% | +63.7% | -10.2% | +32.0% |
| All | +5,387.7% | -53.4% | +5,441.2% | +4,350.3% |
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