+239.8%
RF vs AIG
+72.2%
+167.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.4% | -4.2% | -3.3% |
| 7D | +0.3% | +2.2% | -1.9% | -1.4% |
| 30D | +6.2% | +6.9% | -0.7% | +0.9% |
| 3M | -7.8% | +6.8% | -14.6% | -12.6% |
| 6M | +5.9% | +9.2% | -3.3% | -1.9% |
| YTD | +9.0% | -1.9% | +11.0% | +8.3% |
| 1Y | +19.3% | +9.7% | +9.6% | +8.5% |
| 3Y | +116.4% | +37.9% | +78.5% | +61.1% |
| 5Y | +46.0% | +56.8% | -10.8% | -2.6% |
| 10Y | +239.8% | +67.6% | +172.2% | +71.7% |
| All | +239.8% | +72.2% | +167.6% | +71.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling