+23.8%
ROK vs AIG
-1.2%
+25.0%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.7% |
| 7D | -1.2% | -1.2% | -0.1% | -1.2% |
| 30D | -4.8% | -1.1% | -3.7% | -4.8% |
| 3M | -6.1% | +0.7% | -6.8% | -6.1% |
| 6M | +15.5% | -2.2% | +17.7% | +15.7% |
| YTD | +11.2% | -10.8% | +22.0% | +11.4% |
| 1Y | +23.8% | -2.0% | +25.9% | +22.4% |
| All | +23.8% | -1.2% | +25.0% | +22.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling