-74.1%
OPEN vs AIG
+172.4%
-246.4%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | 0.0% | -6.7% | -6.7% |
| 7D | -10.5% | -2.4% | -8.2% | -9.6% |
| 30D | -21.8% | -2.9% | -18.8% | -20.8% |
| 3M | -37.5% | +0.8% | -38.3% | -38.1% |
| 6M | -44.1% | -2.7% | -41.5% | -43.9% |
| YTD | -52.0% | -11.2% | -40.8% | -50.0% |
| 1Y | -52.2% | -1.5% | -50.7% | -53.0% |
| 3Y | -25.9% | +34.4% | -60.3% | -37.7% |
| 5Y | -85.1% | +54.4% | -139.5% | -87.9% |
| All | -74.1% | +172.4% | -246.4% | -78.2% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling