-88.8%
AIG vs TECK
+2,212.2%
-2,301.0%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.7% | +1.1% |
| 7D | -1.4% | +4.9% | -6.3% | -2.8% |
| 30D | -3.3% | +5.2% | -8.5% | -4.9% |
| 3M | +2.2% | +13.8% | -11.6% | -2.4% |
| 6M | -2.1% | +38.5% | -40.6% | -12.5% |
| YTD | -11.2% | +47.3% | -58.5% | -22.7% |
| 1Y | -2.1% | +81.0% | -83.1% | -20.4% |
| 3Y | +34.4% | +79.9% | -45.5% | +4.3% |
| 5Y | +53.7% | +207.9% | -154.1% | -3.6% |
| 10Y | +64.4% | +389.5% | -325.1% | -21.4% |
| All | -88.8% | +2,212.2% | -2,301.0% | -96.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling