+196.1%
ON vs AIG
-90.2%
+286.3%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.4% | -4.0% | -3.7% |
| 7D | +12.2% | +6.6% | +5.7% | +10.4% |
| 30D | -3.1% | +7.0% | -10.1% | -4.9% |
| 3M | -12.9% | +9.7% | -22.6% | -15.2% |
| 6M | -38.6% | +10.8% | -49.4% | -40.7% |
| YTD | +31.2% | -1.3% | +32.5% | +30.2% |
| 1Y | +47.6% | +8.4% | +39.3% | +42.8% |
| 3Y | +6.6% | +39.0% | -32.4% | -3.7% |
| 5Y | +21.3% | +59.6% | -38.3% | +5.9% |
| 10Y | +533.3% | +68.4% | +464.9% | +434.0% |
| All | +196.1% | -90.2% | +286.3% | +381.6% |
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 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