+62.5%
T vs AIG
+67.5%
-5.0%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.1% |
| 7D | +2.5% | +6.6% | -4.0% | +0.6% |
| 30D | -3.8% | +7.0% | -10.8% | -5.7% |
| 3M | -8.7% | +9.7% | -18.4% | -11.2% |
| 6M | -8.1% | +10.8% | -18.9% | -11.0% |
| YTD | -6.4% | -1.3% | -5.2% | -6.5% |
| 1Y | -9.8% | +8.4% | -18.1% | -12.4% |
| 3Y | +65.5% | +39.0% | +26.5% | +47.0% |
| 5Y | +57.0% | +59.6% | -2.7% | +30.8% |
| All | +62.5% | +67.5% | -5.0% | +15.9% |
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 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