+119.5%
RF vs AIG
+39.5%
+80.0%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.9% | +1.1% |
| 7D | +1.9% | +6.6% | -4.6% | -1.0% |
| 30D | +7.3% | +7.0% | +0.3% | +3.9% |
| 3M | -7.9% | +9.7% | -17.6% | -11.9% |
| 6M | +10.5% | +10.8% | -0.3% | +4.7% |
| YTD | +9.6% | -1.3% | +10.9% | +9.7% |
| 1Y | +20.3% | +8.4% | +11.9% | +14.0% |
| 3Y | +119.5% | +39.0% | +80.5% | +91.5% |
| All | +119.5% | +39.5% | +80.0% | +91.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling