+53.1%
AIG vs TECK
+180.1%
-127.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.3% |
| 7D | -1.2% | -3.8% | +2.7% | -0.6% |
| 30D | -1.1% | +0.7% | -1.8% | -1.3% |
| 3M | +0.7% | +4.6% | -3.9% | -0.5% |
| 6M | -2.2% | +25.1% | -27.3% | -7.1% |
| YTD | -10.8% | +39.2% | -50.0% | -17.6% |
| 1Y | -2.0% | +60.3% | -62.4% | -12.4% |
| 3Y | +34.8% | +62.9% | -28.1% | +15.5% |
| All | +53.1% | +180.1% | -127.0% | +8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK 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 TECK 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