+1,564.8%
QQQ vs AIG
-90.0%
+1,654.8%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.4% |
| 7D | +1.0% | -1.4% | +2.4% | +1.2% |
| 30D | -0.6% | -3.3% | +2.7% | -0.1% |
| 3M | +1.3% | +2.2% | -0.9% | +0.8% |
| 6M | +18.1% | -2.1% | +20.3% | +18.2% |
| YTD | +16.9% | -11.2% | +28.1% | +18.7% |
| 1Y | +24.0% | -2.1% | +26.1% | +23.6% |
| 3Y | +95.6% | +34.4% | +61.2% | +84.6% |
| 5Y | +94.5% | +53.7% | +40.8% | +78.6% |
| 10Y | +571.7% | +64.4% | +507.3% | +485.7% |
| All | +1,564.8% | -90.0% | +1,654.8% | +2,021.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling