-22.6%
RCL vs AIG
-1.7%
-20.9%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.3% | -1.9% |
| 7D | -2.2% | -1.4% | -0.8% | -2.0% |
| 30D | -15.7% | -3.3% | -12.3% | -15.2% |
| 3M | -8.0% | +2.2% | -10.1% | -8.7% |
| 6M | -10.1% | -2.1% | -8.0% | -9.9% |
| YTD | -5.9% | -11.2% | +5.3% | -3.9% |
| All | -22.6% | -1.7% | -20.9% | -24.8% |
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