-24.1%
AIG vs TROW
+13,984.0%
-14,008.2%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +1.0% |
| 7D | -1.2% | -3.2% | +2.0% | +0.4% |
| 30D | -1.1% | -4.6% | +3.5% | +1.1% |
| 3M | +0.7% | -0.7% | +1.3% | +0.5% |
| 6M | -2.2% | +22.2% | -24.4% | -11.7% |
| YTD | -10.8% | +6.6% | -17.5% | -14.8% |
| 1Y | -2.0% | +5.8% | -7.9% | -6.2% |
| 3Y | +34.8% | +11.6% | +23.2% | +22.5% |
| 5Y | +55.0% | -38.9% | +94.0% | +80.6% |
| 10Y | +65.1% | +128.5% | -63.5% | +2.7% |
| All | -24.1% | +13,984.0% | -14,008.2% | -79.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 TROW 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