+34.8%
AIG vs TKO
+102.7%
-67.8%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.4% |
| 7D | -1.2% | +2.3% | -3.5% | -1.4% |
| 30D | -1.1% | -2.5% | +1.4% | -0.9% |
| 3M | +0.7% | -10.6% | +11.3% | +1.7% |
| 6M | -2.2% | -5.1% | +2.9% | -1.9% |
| YTD | -10.8% | -8.2% | -2.6% | -10.4% |
| 1Y | -2.0% | -4.4% | +2.4% | -2.1% |
| 3Y | +34.8% | +100.4% | -65.5% | +26.5% |
| All | +34.8% | +102.7% | -67.8% | +26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 3y: compounded portfolio wealth divided by compounded TKO 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…
3y analysis · Full analysis span regression · 6 months rolling