+629.3%
ON vs AIG
+66.2%
+563.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.4% | +8.1% | +8.3% |
| 7D | +2.4% | -1.2% | +3.5% | +3.2% |
| 30D | -8.6% | -1.1% | -7.6% | -8.0% |
| 3M | -34.3% | +0.7% | -35.0% | -35.4% |
| 6M | +28.5% | -2.2% | +30.7% | +28.1% |
| YTD | +40.6% | -10.8% | +51.4% | +47.5% |
| 1Y | +55.3% | -2.0% | +57.3% | +51.3% |
| 3Y | -22.2% | +34.8% | -57.0% | -40.0% |
| 5Y | +62.4% | +55.0% | +7.3% | +12.7% |
| All | +629.3% | +66.2% | +563.1% | +280.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling