-4.2%
ROL vs AIG
+53.4%
-57.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.6% | -1.3% |
| 7D | -3.3% | -1.4% | -1.8% | -2.9% |
| 30D | -7.2% | -3.3% | -3.9% | -6.4% |
| 3M | -27.0% | +2.2% | -29.2% | -27.4% |
| 6M | -39.5% | -2.1% | -37.4% | -39.3% |
| YTD | -41.8% | -11.2% | -30.6% | -40.3% |
| 1Y | -38.9% | -2.1% | -36.8% | -38.9% |
| 3Y | -0.4% | +34.4% | -34.8% | -7.6% |
| 5Y | -4.2% | +53.7% | -57.9% | -15.7% |
| All | -4.2% | +53.4% | -57.6% | -15.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling