+58.4%
AIG vs TRU
+228.8%
-170.3%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | 0.0% |
| 7D | -1.2% | -2.7% | +1.6% | -0.1% |
| 30D | -1.1% | -2.0% | +1.0% | -0.5% |
| 3M | +0.7% | +18.4% | -17.8% | -6.2% |
| 6M | -2.2% | +8.9% | -11.0% | -6.6% |
| YTD | -10.8% | -8.9% | -1.9% | -9.8% |
| 1Y | -2.0% | -15.9% | +13.8% | +1.5% |
| 3Y | +34.8% | -1.1% | +35.9% | +20.9% |
| 5Y | +55.0% | -35.2% | +90.2% | +68.0% |
| 10Y | +65.1% | +145.3% | -80.2% | +5.4% |
| All | +58.4% | +228.8% | -170.3% | -5.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling