+63.5%
AIG vs THC
+1,021.1%
-957.6%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.5% |
| 7D | -2.4% | 0.0% | -2.4% | -2.4% |
| 30D | -2.9% | +1.5% | -4.5% | -3.4% |
| 3M | +0.8% | +59.9% | -59.1% | -10.2% |
| 6M | -2.7% | +11.0% | -13.6% | -6.0% |
| YTD | -11.2% | +32.6% | -43.8% | -18.0% |
| 1Y | -1.5% | +37.4% | -38.9% | -10.3% |
| 3Y | +34.4% | +252.5% | -218.2% | -6.2% |
| 5Y | +54.4% | +262.3% | -207.9% | +1.5% |
| All | +63.5% | +1,021.1% | -957.6% | -26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 10y: compounded portfolio wealth divided by compounded THC 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…
10y analysis · Full analysis span regression · 6 months rolling