+34.8%
AIG vs TXG
+43.8%
-8.9%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.3% | -2.9% | +0.3% |
| 7D | -1.2% | +9.5% | -10.6% | -1.3% |
| 30D | -1.1% | +18.8% | -19.8% | -1.4% |
| 3M | +0.7% | +136.1% | -135.4% | -1.4% |
| 6M | -2.2% | +235.2% | -237.4% | -5.4% |
| YTD | -10.8% | +320.5% | -331.4% | -14.5% |
| 1Y | -2.0% | +425.2% | -427.2% | -7.2% |
| 3Y | +34.8% | +42.9% | -8.1% | +30.1% |
| All | +34.8% | +43.8% | -8.9% | +30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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