+4.7%
ROL vs AIG
+39.5%
-34.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.4% | +2.2% | +2.5% |
| 7D | +3.0% | +6.6% | -3.6% | +1.0% |
| 30D | +19.8% | +7.0% | +12.8% | +17.3% |
| 3M | +7.9% | +9.7% | -1.8% | +4.9% |
| 6M | -25.6% | +10.8% | -36.4% | -28.0% |
| YTD | -34.1% | -1.3% | -32.9% | -34.3% |
| 1Y | -31.4% | +8.4% | -39.8% | -33.4% |
| 3Y | +4.7% | +39.0% | -34.3% | -7.4% |
| All | +4.7% | +39.5% | -34.9% | -7.4% |
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