+312.1%
ROST vs AIG
+66.2%
+245.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.4% | +1.9% | +2.1% |
| 7D | +0.2% | -1.2% | +1.4% | +0.7% |
| 30D | -6.9% | -1.1% | -5.8% | -6.4% |
| 3M | -3.3% | +0.7% | -4.0% | -3.8% |
| 6M | +9.0% | -2.2% | +11.2% | +9.5% |
| YTD | +28.9% | -10.8% | +39.7% | +34.4% |
| 1Y | +54.0% | -2.0% | +56.0% | +52.9% |
| 3Y | +100.7% | +34.8% | +65.9% | +66.7% |
| 5Y | +116.0% | +55.0% | +61.0% | +63.9% |
| All | +312.1% | +66.2% | +245.9% | +139.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling