+205.1%
ROL vs AIG
+65.5%
+139.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -3.2% | -2.4% | -0.8% | -2.8% |
| 30D | -6.6% | -2.9% | -3.7% | -6.1% |
| 3M | -27.3% | +0.8% | -28.1% | -27.4% |
| 6M | -38.1% | -2.7% | -35.4% | -37.8% |
| YTD | -41.8% | -11.2% | -30.6% | -40.5% |
| 1Y | -37.8% | -1.5% | -36.3% | -37.9% |
| 3Y | -0.3% | +34.4% | -34.7% | -6.4% |
| 5Y | -5.1% | +54.4% | -59.5% | -14.2% |
| All | +205.1% | +65.5% | +139.6% | +165.1% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling