+53.1%
AIG vs TRMB
-39.0%
+92.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | 0.0% |
| 7D | -1.2% | -3.0% | +1.9% | -0.3% |
| 30D | -1.1% | +2.3% | -3.4% | -1.8% |
| 3M | +0.7% | +15.3% | -14.6% | -3.6% |
| 6M | -2.2% | -14.7% | +12.5% | +1.7% |
| YTD | -10.8% | -26.4% | +15.6% | -3.7% |
| 1Y | -2.0% | -30.4% | +28.4% | +7.2% |
| 3Y | +34.8% | +13.5% | +21.3% | +22.3% |
| All | +53.1% | -39.0% | +92.1% | +59.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling