+3,634.3%
REGN vs AIG
-33.1%
+3,667.4%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.9% | -1.6% |
| 7D | -5.6% | -1.2% | -4.4% | -5.4% |
| 30D | -2.0% | -1.1% | -0.9% | -1.8% |
| 3M | +28.0% | +0.7% | +27.3% | +27.7% |
| 6M | +1.2% | -2.2% | +3.3% | +1.4% |
| YTD | +1.6% | -10.8% | +12.5% | +3.4% |
| 1Y | +38.2% | -2.0% | +40.3% | +38.1% |
| 3Y | -5.4% | +34.8% | -40.2% | -11.0% |
| 5Y | +21.3% | +55.0% | -33.8% | +10.0% |
| 10Y | +105.2% | +65.1% | +40.1% | +74.2% |
| All | +3,634.3% | -33.1% | +3,667.4% | +1,890.7% |
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