-42.2%
RIG vs AIG
+66.2%
-108.4%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.1% | -2.1% |
| 7D | -3.1% | -1.2% | -1.9% | -2.1% |
| 30D | -0.5% | -1.1% | +0.5% | +0.2% |
| 3M | -6.0% | +0.7% | -6.6% | -7.5% |
| 6M | -10.1% | -2.2% | -8.0% | -10.3% |
| YTD | +37.3% | -10.8% | +48.1% | +47.7% |
| 1Y | +73.9% | -2.0% | +75.9% | +69.5% |
| 3Y | -30.2% | +34.8% | -65.0% | -50.9% |
| 5Y | +62.5% | +55.0% | +7.4% | -2.7% |
| All | -42.2% | +66.2% | -108.4% | -69.8% |
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