+34.3%
AIG vs TLN
+483.9%
-449.6%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.3% | +0.5% |
| 7D | -1.4% | +5.8% | -7.3% | -1.5% |
| 30D | -3.3% | -6.9% | +3.5% | -3.2% |
| 3M | +2.2% | -10.9% | +13.1% | +2.2% |
| 6M | -2.1% | -4.6% | +2.5% | -2.4% |
| YTD | -11.2% | -14.7% | +3.5% | -11.2% |
| 1Y | -2.1% | -17.9% | +15.8% | -2.1% |
| All | +34.3% | +483.9% | -449.6% | +7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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