+604.5%
XYZ vs AIG
+63.9%
+540.7%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.3% | -1.1% |
| 7D | -3.7% | -1.4% | -2.3% | -3.0% |
| 30D | +0.5% | -3.3% | +3.9% | +2.3% |
| 3M | +16.3% | +2.2% | +14.1% | +14.6% |
| 6M | +21.1% | -2.1% | +23.3% | +22.0% |
| YTD | +22.0% | -11.2% | +33.2% | +28.4% |
| 1Y | +5.2% | -2.1% | +7.3% | +4.4% |
| 3Y | +49.6% | +34.4% | +15.2% | +23.0% |
| 5Y | -68.4% | +53.7% | -122.1% | -75.4% |
| 10Y | +604.5% | +64.4% | +540.1% | +344.8% |
| All | +604.5% | +63.9% | +540.7% | +344.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling