+227.1%
RCL vs AIG
+53.4%
+173.7%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.3% | -2.1% |
| 7D | -2.2% | -1.4% | -0.8% | -1.2% |
| 30D | -15.7% | -3.3% | -12.3% | -13.7% |
| 3M | -8.0% | +2.2% | -10.1% | -10.2% |
| 6M | -10.1% | -2.1% | -8.0% | -9.9% |
| YTD | -5.9% | -11.2% | +5.3% | +0.5% |
| 1Y | -23.5% | -2.1% | -21.4% | -24.9% |
| 3Y | +174.4% | +34.4% | +140.0% | +98.4% |
| 5Y | +227.1% | +53.7% | +173.4% | +103.4% |
| All | +227.1% | +53.4% | +173.7% | +103.4% |
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