+53.7%
AIG vs TAP
-0.5%
+54.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.7% |
| 7D | -1.4% | -5.1% | +3.6% | 0.0% |
| 30D | -3.3% | -8.4% | +5.1% | -0.9% |
| 3M | +2.2% | -3.9% | +6.1% | +3.0% |
| 6M | -2.1% | -14.4% | +12.3% | +1.8% |
| YTD | -11.2% | -14.7% | +3.5% | -7.8% |
| 1Y | -2.1% | -18.7% | +16.6% | +2.9% |
| 3Y | +34.4% | -32.6% | +67.0% | +48.1% |
| 5Y | +53.7% | -1.4% | +55.1% | +31.7% |
| All | +53.7% | -0.5% | +54.2% | +31.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling