-62.3%
W vs AIG
+53.4%
-115.8%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | -0.2% |
| 7D | +5.9% | -1.4% | +7.3% | +6.9% |
| 30D | -3.0% | -3.3% | +0.3% | -0.9% |
| 3M | +40.3% | +2.2% | +38.2% | +37.2% |
| 6M | +32.2% | -2.1% | +34.3% | +32.8% |
| YTD | -0.3% | -11.2% | +10.9% | +6.1% |
| 1Y | +16.2% | -2.1% | +18.3% | +12.9% |
| 3Y | +40.7% | +34.4% | +6.4% | +2.9% |
| 5Y | -62.3% | +53.7% | -116.1% | -73.9% |
| All | -62.3% | +53.4% | -115.8% | -73.9% |
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