+342.5%
RCL vs AIG
+63.9%
+278.7%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.3% | -2.2% |
| 7D | -2.2% | -1.4% | -0.8% | -1.0% |
| 30D | -15.7% | -3.3% | -12.3% | -13.2% |
| 3M | -8.0% | +2.2% | -10.1% | -10.8% |
| 6M | -10.1% | -2.1% | -8.0% | -10.0% |
| YTD | -5.9% | -11.2% | +5.3% | +1.3% |
| 1Y | -23.5% | -2.1% | -21.4% | -25.2% |
| 3Y | +174.4% | +34.4% | +140.0% | +92.9% |
| 5Y | +227.1% | +53.7% | +173.4% | +99.6% |
| 10Y | +342.5% | +64.4% | +278.1% | +99.8% |
| All | +342.5% | +63.9% | +278.7% | +99.8% |
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