-2.0%
AIG vs TXT
0.0%
-2.0%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.3% | -1.9% | 0.0% |
| 7D | -1.2% | +2.5% | -3.6% | -1.6% |
| 30D | -1.1% | -8.9% | +7.8% | +0.4% |
| 3M | +0.7% | -13.6% | +14.2% | +3.0% |
| 6M | -2.2% | -13.1% | +10.9% | -0.3% |
| YTD | -10.8% | -7.0% | -3.8% | -11.3% |
| 1Y | -2.0% | -1.4% | -0.6% | -3.4% |
| All | -2.0% | 0.0% | -2.0% | -3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 1y: compounded portfolio wealth divided by compounded TXT 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…
1y analysis · Full analysis span regression · 6 months rolling