+211.0%
RSP vs AIG
+67.5%
+143.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | +2.4% | +6.6% | -4.2% | -0.2% |
| 30D | +4.3% | +7.0% | -2.7% | +1.4% |
| 3M | -0.3% | +9.7% | -10.0% | -4.1% |
| 6M | +9.8% | +10.8% | -1.0% | +4.9% |
| YTD | +16.8% | -1.3% | +18.1% | +16.2% |
| 1Y | +19.5% | +8.4% | +11.1% | +14.3% |
| 3Y | +65.1% | +39.0% | +26.1% | +40.9% |
| 5Y | +48.7% | +59.6% | -10.9% | +17.4% |
| All | +211.0% | +67.5% | +143.4% | +104.9% |
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 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