+558.6%
QQQ vs AIG
+66.2%
+492.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.8% |
| 7D | -0.6% | -1.2% | +0.6% | -0.3% |
| 30D | -1.2% | -1.1% | -0.2% | -1.0% |
| 3M | -0.2% | +0.7% | -0.9% | -0.7% |
| 6M | +17.9% | -2.2% | +20.1% | +18.0% |
| YTD | +16.6% | -10.8% | +27.5% | +19.6% |
| 1Y | +23.0% | -2.0% | +25.0% | +22.2% |
| 3Y | +92.9% | +34.8% | +58.1% | +73.2% |
| 5Y | +95.6% | +55.0% | +40.6% | +66.7% |
| All | +558.6% | +66.2% | +492.4% | +401.8% |
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