-84.2%
OPEN vs AIG
+53.4%
-137.6%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.5% | -2.7% | -2.6% |
| 7D | -2.9% | -1.4% | -1.5% | -2.0% |
| 30D | -13.8% | -3.3% | -10.5% | -12.0% |
| 3M | -30.9% | +2.2% | -33.1% | -32.5% |
| 6M | -40.9% | -2.1% | -38.8% | -40.9% |
| YTD | -48.5% | -11.2% | -37.3% | -45.5% |
| 1Y | -50.9% | -2.1% | -48.8% | -52.2% |
| 3Y | -20.6% | +34.4% | -55.0% | -42.7% |
| 5Y | -84.2% | +53.7% | -137.9% | -89.5% |
| All | -84.2% | +53.4% | -137.6% | -89.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling