+70,520.5%
ROST vs AIG
-23.1%
+70,543.6%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.6% | 0.0% |
| 7D | +0.2% | -1.6% | +1.8% | +0.5% |
| 30D | -10.0% | -5.2% | -4.8% | -9.1% |
| 3M | +1.2% | +1.5% | -0.2% | +0.9% |
| 6M | +8.9% | -3.9% | +12.9% | +9.5% |
| YTD | +28.1% | -11.6% | +39.7% | +30.5% |
| 1Y | +53.0% | -2.9% | +55.9% | +53.1% |
| 3Y | +97.9% | +33.7% | +64.1% | +86.1% |
| 5Y | +112.0% | +52.7% | +59.3% | +94.4% |
| 10Y | +303.0% | +62.6% | +240.4% | +255.5% |
| All | +70,520.5% | -23.1% | +70,543.6% | +35,015.9% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling