+102.9%
T vs AIG
+33.4%
+69.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.2% | -1.9% |
| 7D | -3.1% | -1.4% | -1.6% | -2.8% |
| 30D | +4.6% | -3.3% | +7.9% | +5.3% |
| 3M | +12.2% | +2.2% | +10.1% | +11.7% |
| 6M | -6.5% | -2.1% | -4.3% | -6.2% |
| YTD | +4.9% | -11.2% | +16.1% | +6.8% |
| 1Y | -10.5% | -2.1% | -8.4% | -10.7% |
| All | +102.9% | +33.4% | +69.5% | +88.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling