+292.2%
RCL vs AIG
+59.1%
+233.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.1% |
| 7D | -1.2% | +6.6% | -7.8% | -5.6% |
| 30D | +17.8% | +7.0% | +10.8% | +12.1% |
| 3M | +4.9% | +9.7% | -4.8% | -2.1% |
| 6M | +23.7% | +10.8% | +12.9% | +13.2% |
| YTD | +17.8% | -1.3% | +19.1% | +16.4% |
| 1Y | +28.9% | +8.4% | +20.6% | +18.1% |
| 3Y | +241.9% | +39.0% | +202.9% | +142.6% |
| All | +292.2% | +59.1% | +233.1% | +138.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling