-23.2%
AIG vs TAP
+825.0%
-848.2%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.7% | -0.8% |
| 7D | -0.9% | -2.3% | +1.4% | -0.3% |
| 30D | -4.9% | -2.1% | -2.7% | -4.4% |
| 3M | +4.5% | +6.6% | -2.2% | +2.1% |
| 6M | -1.4% | -11.5% | +10.1% | +1.7% |
| YTD | -9.8% | -10.3% | +0.5% | -7.6% |
| 1Y | -4.5% | -14.4% | +9.9% | -1.1% |
| 3Y | +37.4% | -28.3% | +65.7% | +48.0% |
| 5Y | +55.0% | +1.7% | +53.3% | +48.0% |
| 10Y | +63.7% | -49.2% | +112.9% | +84.4% |
| All | -23.2% | +825.0% | -848.2% | -51.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling