+251.6%
ORCL vs AIG
+70.6%
+181.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.4% | +0.8% | +2.6% |
| 7D | +0.5% | -3.4% | +3.8% | +1.3% |
| 30D | -15.3% | +3.4% | -18.6% | -16.1% |
| 3M | -18.2% | +1.7% | -20.0% | -18.8% |
| 6M | -38.4% | +5.7% | -44.1% | -39.7% |
| YTD | -37.7% | -5.1% | -32.6% | -37.5% |
| 1Y | -49.3% | +6.1% | -55.3% | -50.8% |
| 3Y | +10.6% | +35.5% | -24.8% | -1.1% |
| 5Y | +35.5% | +51.9% | -16.4% | +15.2% |
| 10Y | +251.6% | +68.2% | +183.4% | +172.3% |
| All | +251.6% | +70.6% | +181.0% | +172.3% |
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