-30.2%
RIG vs AIG
+33.9%
-64.1%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.1% | -1.9% |
| 7D | -3.1% | -1.2% | -1.9% | -2.6% |
| 30D | -0.5% | -1.1% | +0.5% | -0.1% |
| 3M | -6.0% | +0.7% | -6.6% | -6.9% |
| 6M | -10.1% | -2.2% | -8.0% | -10.1% |
| YTD | +37.3% | -10.8% | +48.1% | +43.8% |
| 1Y | +73.9% | -2.0% | +75.9% | +71.3% |
| 3Y | -30.2% | +34.8% | -65.0% | -44.4% |
| All | -30.2% | +33.9% | -64.1% | -44.4% |
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