+1,127.7%
RSP vs AIG
-88.8%
+1,216.5%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.4% | -0.3% |
| 7D | -0.8% | -0.9% | +0.2% | -0.6% |
| 30D | -0.3% | -4.9% | +4.5% | +0.6% |
| 3M | +4.3% | +4.5% | -0.2% | +3.3% |
| 6M | +8.8% | -1.4% | +10.3% | +8.9% |
| YTD | +15.3% | -9.8% | +25.1% | +17.1% |
| 1Y | +18.3% | -4.5% | +22.8% | +18.7% |
| 3Y | +52.8% | +37.4% | +15.4% | +42.9% |
| 5Y | +51.7% | +55.0% | -3.3% | +38.1% |
| 10Y | +208.5% | +63.7% | +144.8% | +168.4% |
| All | +1,127.7% | -88.8% | +1,216.5% | +1,304.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling