+23.0%
QQQ vs AIG
-1.2%
+24.2%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.9% |
| 7D | -0.6% | -1.2% | +0.6% | -0.7% |
| 30D | -1.2% | -1.1% | -0.2% | -1.3% |
| 3M | -0.2% | +0.7% | -0.9% | -0.2% |
| 6M | +17.9% | -2.2% | +20.1% | +17.8% |
| YTD | +16.6% | -10.8% | +27.5% | +16.0% |
| 1Y | +23.0% | -2.0% | +25.0% | +23.8% |
| All | +23.0% | -1.2% | +24.2% | +23.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling