+64.2%
AIG vs TRI
+196.2%
-132.1%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | -0.2% |
| 7D | -1.2% | -7.9% | +6.7% | +1.8% |
| 30D | -1.1% | -4.5% | +3.4% | +0.2% |
| 3M | +0.7% | +22.1% | -21.4% | -8.7% |
| 6M | -2.2% | -2.8% | +0.6% | -3.8% |
| YTD | -10.8% | -23.4% | +12.6% | -3.0% |
| 1Y | -2.0% | -41.5% | +39.5% | +22.2% |
| 3Y | +34.8% | -19.2% | +54.0% | +33.9% |
| 5Y | +55.0% | -9.4% | +64.4% | +39.5% |
| All | +64.2% | +196.2% | -132.1% | -15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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