-68.3%
U vs AIG
+53.4%
-121.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.7% |
| 7D | +4.4% | -1.4% | +5.8% | +5.1% |
| 30D | -1.3% | -3.3% | +2.0% | +0.3% |
| 3M | +49.6% | +2.2% | +47.4% | +47.1% |
| 6M | +100.2% | -2.1% | +102.3% | +100.3% |
| YTD | -3.7% | -11.2% | +7.5% | +0.5% |
| 1Y | -6.5% | -2.1% | -4.4% | -9.9% |
| 3Y | +12.9% | +34.4% | -21.5% | -16.7% |
| 5Y | -68.3% | +53.7% | -122.0% | -79.0% |
| All | -68.3% | +53.4% | -121.7% | -79.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling