+53.1%
AIG vs TRGP
+628.1%
-575.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.6% |
| 7D | -1.2% | +0.1% | -1.2% | -1.2% |
| 30D | -1.1% | +8.0% | -9.1% | -3.6% |
| 3M | +0.7% | +8.3% | -7.6% | -2.4% |
| 6M | -2.2% | +23.9% | -26.1% | -9.8% |
| YTD | -10.8% | +59.6% | -70.5% | -25.0% |
| 1Y | -2.0% | +79.4% | -81.5% | -21.4% |
| 3Y | +34.8% | +269.4% | -234.6% | -23.9% |
| All | +53.1% | +628.1% | -575.0% | -38.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 TRGP 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