-90.0%
AIG vs TRI
+509.5%
-599.5%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | -0.8% |
| 7D | -1.2% | -7.9% | +6.7% | +4.3% |
| 30D | -1.1% | -4.5% | +3.4% | +1.1% |
| 3M | +0.7% | +22.1% | -21.4% | -16.2% |
| 6M | -2.2% | -2.8% | +0.6% | -7.1% |
| YTD | -10.8% | -23.4% | +12.6% | -3.1% |
| 1Y | -2.0% | -41.5% | +39.5% | +30.0% |
| 3Y | +34.8% | -19.2% | +54.0% | +30.9% |
| 5Y | +55.0% | -9.4% | +64.4% | +32.0% |
| 10Y | +65.1% | +195.6% | -130.5% | -51.7% |
| All | -90.0% | +509.5% | -599.5% | -98.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling