+114.1%
DT vs AIG
+61.9%
+52.2%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.8% |
| 7D | -1.6% | -1.2% | -0.4% | -1.2% |
| 30D | +3.0% | -1.1% | +4.1% | +3.4% |
| 3M | +26.5% | +0.7% | +25.8% | +26.1% |
| 6M | +35.9% | -2.2% | +38.1% | +36.5% |
| YTD | +17.8% | -10.8% | +28.7% | +21.6% |
| 1Y | +4.1% | -2.0% | +6.1% | +3.7% |
| 3Y | +5.3% | +34.8% | -29.5% | -6.8% |
| 5Y | -27.2% | +55.0% | -82.2% | -39.3% |
| All | +114.1% | +61.9% | +52.2% | +80.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 10y: compounded portfolio wealth divided by compounded AIG 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…
10y analysis · Full analysis span regression · 6 months rolling