+63.5%
AIG vs TAP
-50.5%
+114.0%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -2.4% | -5.3% | +2.9% | 0.0% |
| 30D | -2.9% | -7.4% | +4.4% | +0.2% |
| 3M | +0.8% | -4.9% | +5.7% | +2.5% |
| 6M | -2.7% | -14.2% | +11.5% | +3.2% |
| YTD | -11.2% | -14.8% | +3.6% | -6.0% |
| 1Y | -1.5% | -18.1% | +16.6% | +5.6% |
| 3Y | +34.4% | -32.7% | +67.1% | +54.0% |
| 5Y | +54.4% | -0.5% | +54.9% | +38.3% |
| All | +63.5% | -50.5% | +114.0% | +51.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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