+8.7%
AIG vs TEVA
+81.2%
-72.5%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.9% |
| 7D | -0.6% | +0.7% | -1.4% | -0.7% |
| 30D | +7.7% | +6.8% | +1.0% | +7.2% |
| 3M | +1.7% | +20.3% | -18.7% | +0.2% |
| 6M | +4.5% | +16.5% | -12.0% | +2.9% |
| YTD | -3.6% | +33.9% | -37.4% | -7.7% |
| 1Y | +8.7% | +69.8% | -61.2% | -1.7% |
| All | +8.7% | +81.2% | -72.5% | -1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TEVA.
Daily Out/Under-Performance
Portfolio return minus TEVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEVA 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 1y: compounded portfolio wealth divided by compounded TEVA 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…
1y analysis · Full analysis span regression · 6 months rolling