+34.8%
AIG vs TRI
-18.9%
+53.8%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | +0.2% |
| 7D | -1.2% | -7.9% | +6.7% | -0.2% |
| 30D | -1.1% | -4.5% | +3.4% | -0.6% |
| 3M | +0.7% | +22.1% | -21.4% | -2.4% |
| 6M | -2.2% | -2.8% | +0.6% | -2.6% |
| YTD | -10.8% | -23.4% | +12.6% | -6.1% |
| 1Y | -2.0% | -41.5% | +39.5% | +10.5% |
| 3Y | +34.8% | -19.2% | +54.0% | +28.2% |
| All | +34.8% | -18.9% | +53.8% | +28.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling