+32.0%
RCL vs AIG
+6.0%
+26.1%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +1.5% | +4.9% | +6.1% |
| 7D | +11.7% | +2.3% | +9.4% | +11.3% |
| 30D | +21.1% | +8.8% | +12.4% | +19.6% |
| 3M | +2.9% | +3.7% | -0.8% | +2.1% |
| 6M | +29.8% | +6.8% | +23.1% | +28.7% |
| YTD | +21.4% | -2.6% | +24.1% | +21.2% |
| 1Y | +32.0% | +3.7% | +28.3% | +25.5% |
| All | +32.0% | +6.0% | +26.1% | +25.5% |
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