+338.0%
RF vs AIG
+66.2%
+271.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.3% |
| 7D | -1.0% | -1.2% | +0.2% | -0.1% |
| 30D | -3.7% | -1.1% | -2.6% | -2.9% |
| 3M | +5.3% | +0.7% | +4.7% | +4.2% |
| 6M | +17.2% | -2.2% | +19.4% | +18.0% |
| YTD | +14.5% | -10.8% | +25.3% | +22.6% |
| 1Y | +15.9% | -2.0% | +18.0% | +14.8% |
| 3Y | +91.2% | +34.8% | +56.3% | +45.1% |
| 5Y | +90.0% | +55.0% | +35.0% | +28.1% |
| All | +338.0% | +66.2% | +271.8% | +136.9% |
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