+34.8%
AIG vs TRU
-1.3%
+36.1%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | +0.3% |
| 7D | -1.2% | -2.7% | +1.6% | -0.8% |
| 30D | -1.1% | -2.0% | +1.0% | -0.8% |
| 3M | +0.7% | +18.4% | -17.8% | -1.9% |
| 6M | -2.2% | +8.9% | -11.0% | -3.7% |
| YTD | -10.8% | -8.9% | -1.9% | -10.3% |
| 1Y | -2.0% | -15.9% | +13.8% | -0.5% |
| 3Y | +34.8% | -1.1% | +35.9% | +44.0% |
| All | +34.8% | -1.3% | +36.1% | +44.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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