-42.0%
RIG vs AIG
-51.6%
+9.7%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.3% | -1.0% |
| 7D | -8.2% | -1.4% | -6.8% | -7.9% |
| 30D | -0.2% | -3.3% | +3.1% | +0.6% |
| 3M | -2.7% | +2.2% | -4.9% | -3.4% |
| 6M | -7.5% | -2.1% | -5.3% | -7.3% |
| YTD | +38.3% | -11.2% | +49.4% | +41.6% |
| 1Y | +81.8% | -2.1% | +84.0% | +81.5% |
| 3Y | -30.2% | +34.4% | -64.6% | -35.4% |
| 5Y | +59.9% | +53.7% | +6.2% | +44.9% |
| 10Y | -41.9% | +64.4% | -106.3% | -47.0% |
| All | -42.0% | -51.6% | +9.7% | -52.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling