+203.4%
RSP vs AIG
+65.5%
+137.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -3.1% | -2.4% | -0.7% | -2.2% |
| 30D | -3.4% | -2.9% | -0.5% | -2.3% |
| 3M | +3.6% | +0.8% | +2.8% | +3.0% |
| 6M | +9.0% | -2.7% | +11.6% | +9.6% |
| YTD | +12.2% | -11.2% | +23.4% | +16.5% |
| 1Y | +15.6% | -1.5% | +17.1% | +14.6% |
| 3Y | +51.6% | +34.4% | +17.3% | +31.0% |
| 5Y | +50.4% | +54.4% | -4.0% | +20.3% |
| All | +203.4% | +65.5% | +137.9% | +101.7% |
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 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