+66.9%
T vs AIG
+65.5%
+1.4%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | -2.4% | -2.4% | -0.1% | -1.8% |
| 30D | +4.3% | -2.9% | +7.2% | +5.2% |
| 3M | +11.6% | +0.8% | +10.8% | +11.2% |
| 6M | -5.6% | -2.7% | -2.9% | -5.1% |
| YTD | +6.6% | -11.2% | +17.8% | +9.8% |
| 1Y | -8.4% | -1.5% | -6.9% | -8.7% |
| 3Y | +107.8% | +34.4% | +73.5% | +86.3% |
| 5Y | +68.3% | +54.4% | +13.9% | +41.6% |
| All | +66.9% | +65.5% | +1.4% | +20.8% |
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