+270.3%
ORCL vs AIG
+67.5%
+202.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.7% | -1.5% |
| 7D | +8.0% | +6.6% | +1.4% | +6.3% |
| 30D | -4.0% | +7.0% | -11.0% | -5.8% |
| 3M | -19.5% | +9.7% | -29.2% | -21.5% |
| 6M | -33.5% | +10.8% | -44.3% | -35.6% |
| YTD | -34.8% | -1.3% | -33.6% | -35.3% |
| 1Y | -41.6% | +8.4% | -50.0% | -43.6% |
| 3Y | +13.8% | +39.0% | -25.2% | +1.1% |
| 5Y | +43.4% | +59.6% | -16.2% | +20.4% |
| All | +270.3% | +67.5% | +202.7% | +182.5% |
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 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