+4,549.4%
RCL vs AIG
-47.6%
+4,597.0%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.1% |
| 7D | -5.1% | -0.9% | -4.2% | -4.8% |
| 30D | -19.0% | -4.9% | -14.1% | -17.7% |
| 3M | -9.6% | +4.5% | -14.0% | -11.2% |
| 6M | -6.7% | -1.4% | -5.2% | -6.7% |
| YTD | -3.9% | -9.8% | +5.9% | -1.4% |
| 1Y | -25.1% | -4.5% | -20.6% | -24.6% |
| 3Y | +179.1% | +37.4% | +141.7% | +148.8% |
| 5Y | +243.3% | +55.0% | +188.3% | +198.8% |
| 10Y | +325.8% | +63.7% | +262.1% | +276.5% |
| All | +4,549.4% | -47.6% | +4,597.0% | +4,994.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling