+58.3%
AIG vs TXG
+24.6%
+33.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.6% | -2.1% | +0.3% |
| 7D | -1.4% | +9.1% | -10.6% | -2.0% |
| 30D | -3.3% | +14.9% | -18.2% | -4.3% |
| 3M | +2.2% | +120.0% | -117.8% | -3.6% |
| 6M | -2.1% | +221.8% | -223.9% | -10.5% |
| YTD | -11.2% | +312.6% | -323.8% | -20.5% |
| 1Y | -2.1% | +398.4% | -400.6% | -14.3% |
| 3Y | +34.4% | +42.1% | -7.7% | +26.5% |
| 5Y | +53.7% | -63.5% | +117.2% | +53.4% |
| All | +58.3% | +24.6% | +33.7% | +20.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling