-26.2%
DT vs AIG
+53.2%
-79.3%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +3.5% |
| 3M | +26.5% | +0.7% | +25.8% | +26.0% |
| 6M | +35.9% | -2.2% | +38.1% | +36.5% |
| YTD | +17.8% | -10.8% | +28.7% | +22.3% |
| 1Y | +4.1% | -2.0% | +6.1% | +3.5% |
| 3Y | +5.3% | +34.8% | -29.5% | -9.9% |
| All | -26.2% | +53.2% | -79.3% | -41.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling