+179.4%
RCL vs AIG
+34.0%
+145.4%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.7% | +0.6% |
| 7D | -0.5% | -1.6% | +1.1% | +0.2% |
| 30D | -17.3% | -5.2% | -12.1% | -15.3% |
| 3M | -2.8% | +1.5% | -4.2% | -4.0% |
| 6M | -4.4% | -3.9% | -0.5% | -3.2% |
| YTD | -4.2% | -11.6% | +7.4% | +0.8% |
| 1Y | -23.4% | -2.9% | -20.4% | -24.1% |
| 3Y | +179.4% | +33.7% | +145.6% | +120.7% |
| All | +179.4% | +34.0% | +145.4% | +120.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling