-27.5%
ON vs AIG
+33.4%
-60.8%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.3% |
| 7D | -1.9% | -1.4% | -0.4% | -1.5% |
| 30D | -11.0% | -3.3% | -7.7% | -10.3% |
| 3M | -39.3% | +2.2% | -41.5% | -40.3% |
| 6M | +19.8% | -2.1% | +22.0% | +19.6% |
| YTD | +31.1% | -11.2% | +42.3% | +35.3% |
| 1Y | +46.0% | -2.1% | +48.1% | +42.8% |
| All | -27.5% | +33.4% | -60.8% | -30.7% |
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