+241.9%
RCL vs AIG
+39.5%
+202.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.2% |
| 7D | -1.2% | +6.6% | -7.8% | -3.9% |
| 30D | +17.8% | +7.0% | +10.8% | +14.4% |
| 3M | +4.9% | +9.7% | -4.8% | +0.6% |
| 6M | +23.7% | +10.8% | +12.9% | +17.3% |
| YTD | +17.8% | -1.3% | +19.1% | +17.8% |
| 1Y | +28.9% | +8.4% | +20.6% | +22.1% |
| 3Y | +241.9% | +39.0% | +202.9% | +202.0% |
| All | +241.9% | +39.5% | +202.4% | +202.0% |
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