-27.1%
RKT vs AIG
+186.7%
-213.7%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.2% |
| 7D | -6.3% | -1.2% | -5.1% | -5.9% |
| 30D | -6.2% | -1.1% | -5.1% | -5.9% |
| 3M | -1.9% | +0.7% | -2.5% | -2.4% |
| 6M | -13.0% | -2.2% | -10.8% | -12.7% |
| YTD | -31.9% | -10.8% | -21.1% | -30.0% |
| 1Y | -37.6% | -2.0% | -35.5% | -38.0% |
| 3Y | +36.8% | +34.8% | +2.0% | +20.0% |
| 5Y | -9.7% | +55.0% | -64.8% | -24.9% |
| All | -27.1% | +186.7% | -213.7% | -51.4% |
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 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