+53.7%
AIG vs THC
+258.2%
-204.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.9% | -3.4% | -0.2% |
| 7D | -1.4% | +4.1% | -5.5% | -2.1% |
| 30D | -3.3% | +3.5% | -6.8% | -3.9% |
| 3M | +2.2% | +61.7% | -59.6% | -5.9% |
| 6M | -2.1% | +11.8% | -14.0% | -4.5% |
| YTD | -11.2% | +35.4% | -46.6% | -16.3% |
| 1Y | -2.1% | +37.0% | -39.1% | -8.2% |
| 3Y | +34.4% | +260.1% | -225.7% | +3.5% |
| 5Y | +53.7% | +262.6% | -208.9% | +15.7% |
| All | +53.7% | +258.2% | -204.5% | +15.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling