+64.2%
AIG vs TRMB
+121.9%
-57.7%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | -0.2% |
| 7D | -1.2% | -3.0% | +1.9% | +0.2% |
| 30D | -1.1% | +2.3% | -3.4% | -2.2% |
| 3M | +0.7% | +15.3% | -14.6% | -6.1% |
| 6M | -2.2% | -14.7% | +12.5% | +3.8% |
| YTD | -10.8% | -26.4% | +15.6% | +0.4% |
| 1Y | -2.0% | -30.4% | +28.4% | +12.4% |
| 3Y | +34.8% | +13.5% | +21.3% | +15.6% |
| 5Y | +55.0% | -38.6% | +93.6% | +78.2% |
| All | +64.2% | +121.9% | -57.7% | -12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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