+65.5%
AIG vs TMF
-82.1%
+147.6%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.7% | +0.1% |
| 7D | +6.6% | -9.3% | +15.8% | +5.0% |
| 30D | +7.0% | +1.9% | +5.1% | +7.4% |
| 3M | +9.7% | -11.2% | +20.9% | +7.7% |
| 6M | +10.8% | -17.7% | +28.5% | +7.6% |
| YTD | -1.3% | -24.5% | +23.2% | -5.3% |
| 1Y | +8.4% | -29.4% | +37.8% | +2.8% |
| 3Y | +39.0% | -33.4% | +72.4% | +34.1% |
| 5Y | +59.6% | -88.7% | +148.3% | +3.5% |
| All | +65.5% | -82.1% | +147.6% | +27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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