+19.5%
RSP vs AIG
+8.7%
+10.8%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.2% |
| 7D | +2.4% | +6.6% | -4.2% | +1.5% |
| 30D | +4.3% | +7.0% | -2.7% | +3.4% |
| 3M | -0.3% | +9.7% | -10.0% | -1.4% |
| 6M | +9.8% | +10.8% | -1.0% | +8.5% |
| YTD | +16.8% | -1.3% | +18.1% | +16.2% |
| 1Y | +19.5% | +8.4% | +11.1% | +16.6% |
| All | +19.5% | +8.7% | +10.8% | +16.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling