-24.8%
AIG vs TXT
+2,083.0%
-2,107.7%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.6% | -2.3% |
| 7D | -1.6% | -0.2% | -1.4% | -1.5% |
| 30D | -5.2% | -11.1% | +5.9% | +0.7% |
| 3M | +1.5% | -13.0% | +14.4% | +8.2% |
| 6M | -3.9% | -16.2% | +12.3% | +4.0% |
| YTD | -11.6% | -8.7% | -2.9% | -9.1% |
| 1Y | -2.9% | -3.8% | +0.9% | -3.2% |
| 3Y | +33.7% | +5.5% | +28.2% | +23.9% |
| 5Y | +52.7% | +12.3% | +40.4% | +35.0% |
| 10Y | +62.6% | +97.4% | -34.8% | +2.9% |
| All | -24.8% | +2,083.0% | -2,107.7% | -82.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling