+117.6%
DT vs AIG
+63.8%
+53.8%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.3% |
| 7D | -3.3% | -0.9% | -2.4% | -3.0% |
| 30D | +2.0% | -4.9% | +6.9% | +3.7% |
| 3M | +20.0% | +4.5% | +15.5% | +18.0% |
| 6M | +39.3% | -1.4% | +40.7% | +39.5% |
| YTD | +19.8% | -9.8% | +29.5% | +23.1% |
| 1Y | +4.3% | -4.5% | +8.8% | +4.9% |
| 3Y | +7.7% | +37.4% | -29.7% | -5.3% |
| 5Y | -26.8% | +55.0% | -81.8% | -39.1% |
| All | +117.6% | +63.8% | +53.8% | +82.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling