+1,142.9%
RSP vs AIG
-87.8%
+1,230.7%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.4% | -3.4% | -0.7% |
| 7D | +0.7% | +2.2% | -1.5% | +0.3% |
| 30D | +3.7% | +6.9% | -3.2% | +2.4% |
| 3M | +0.7% | +6.8% | -6.1% | -0.6% |
| 6M | +9.0% | +9.2% | -0.2% | +7.1% |
| YTD | +16.7% | -1.9% | +18.6% | +16.6% |
| 1Y | +19.0% | +9.7% | +9.3% | +16.4% |
| 3Y | +64.7% | +37.9% | +26.8% | +53.9% |
| 5Y | +49.6% | +56.8% | -7.2% | +35.8% |
| 10Y | +213.2% | +67.6% | +145.5% | +170.5% |
| All | +1,142.9% | -87.8% | +1,230.7% | +1,299.4% |
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