+11.9%
U vs AIG
+33.4%
-21.5%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.6% |
| 7D | +4.4% | -1.4% | +5.8% | +4.6% |
| 30D | -1.3% | -3.3% | +2.0% | -0.9% |
| 3M | +49.6% | +2.2% | +47.4% | +48.8% |
| 6M | +100.2% | -2.1% | +102.3% | +100.3% |
| YTD | -3.7% | -11.2% | +7.5% | -0.8% |
| 1Y | -6.5% | -2.1% | -4.4% | -8.2% |
| All | +11.9% | +33.4% | -21.5% | -6.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling