+523.3%
ON vs AIG
+67.5%
+455.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.4% | -4.0% | -3.8% |
| 7D | +12.2% | +6.6% | +5.7% | +8.0% |
| 30D | -3.1% | +7.0% | -10.1% | -7.4% |
| 3M | -12.9% | +9.7% | -22.6% | -18.3% |
| 6M | -38.6% | +10.8% | -49.4% | -43.8% |
| YTD | +31.2% | -1.3% | +32.5% | +28.4% |
| 1Y | +47.6% | +8.4% | +39.3% | +35.3% |
| 3Y | +6.6% | +39.0% | -32.4% | -19.3% |
| 5Y | +21.3% | +59.6% | -38.3% | -17.9% |
| All | +523.3% | +67.5% | +455.8% | +195.6% |
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 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