+64.2%
AIG vs TMF
-86.4%
+150.6%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -1.2% | -5.1% | +3.9% | -2.0% |
| 30D | -1.1% | -4.6% | +3.5% | -1.8% |
| 3M | +0.7% | -16.6% | +17.3% | -2.2% |
| 6M | -2.2% | -19.9% | +17.7% | -5.5% |
| YTD | -10.8% | -20.2% | +9.3% | -13.8% |
| 1Y | -2.0% | -27.7% | +25.7% | -6.7% |
| 3Y | +34.8% | -43.9% | +78.8% | +25.4% |
| 5Y | +55.0% | -88.4% | +143.4% | +1.4% |
| All | +64.2% | -86.4% | +150.6% | +23.1% |
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