+38.5%
AIG vs TMF
-31.3%
+69.8%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.4% | +4.1% | -0.3% |
| 7D | +2.0% | -8.2% | +10.2% | +2.1% |
| 30D | +6.3% | +5.3% | +1.0% | +6.3% |
| 3M | +9.2% | -8.5% | +17.6% | +9.1% |
| 6M | +9.5% | -17.2% | +26.7% | +9.4% |
| YTD | -1.6% | -23.4% | +21.8% | -1.8% |
| 1Y | +8.5% | -30.2% | +38.7% | +8.1% |
| All | +38.5% | -31.3% | +69.8% | +35.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling