+53.7%
AIG vs TMF
-88.0%
+141.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.1% | +0.4% |
| 7D | -1.4% | -0.9% | -0.6% | -1.5% |
| 30D | -3.3% | -1.0% | -2.3% | -3.4% |
| 3M | +2.2% | -11.3% | +13.5% | +1.5% |
| 6M | -2.1% | -22.7% | +20.6% | -3.5% |
| YTD | -11.2% | -17.3% | +6.2% | -12.1% |
| 1Y | -2.1% | -22.5% | +20.4% | -3.4% |
| 3Y | +34.4% | -43.2% | +77.6% | +30.2% |
| 5Y | +53.7% | -88.3% | +142.0% | +15.7% |
| All | +53.7% | -88.0% | +141.7% | +15.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling