+215.7%
RSP vs AIG
+69.4%
+146.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.5% |
| 7D | -0.3% | +1.4% | -1.7% | -0.9% |
| 30D | +4.4% | +6.6% | -2.2% | +1.7% |
| 3M | +1.3% | +7.9% | -6.6% | -1.9% |
| 6M | +10.0% | +10.4% | -0.4% | +5.2% |
| YTD | +17.6% | -1.3% | +18.9% | +17.0% |
| 1Y | +19.2% | +11.5% | +7.7% | +12.8% |
| 3Y | +66.0% | +38.8% | +27.3% | +41.7% |
| 5Y | +50.4% | +57.8% | -7.4% | +19.3% |
| 10Y | +215.7% | +68.4% | +147.3% | +106.6% |
| All | +215.7% | +69.4% | +146.2% | +106.6% |
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