+371.4%
ORCL vs AIG
+63.1%
+308.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.0% | +4.4% | +2.9% |
| 7D | +15.0% | -1.6% | +16.6% | +15.5% |
| 30D | +10.5% | -5.2% | +15.7% | +12.0% |
| 3M | -23.0% | +1.5% | -24.5% | -23.6% |
| 6M | +7.0% | -3.9% | +10.9% | +7.5% |
| YTD | -15.8% | -11.6% | -4.2% | -13.8% |
| 1Y | -31.1% | -2.9% | -28.1% | -31.8% |
| 3Y | +33.3% | +33.7% | -0.5% | +19.4% |
| 5Y | +94.3% | +52.7% | +41.6% | +65.0% |
| All | +371.4% | +63.1% | +308.3% | +250.8% |
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