+1,872.1%
T vs AIG
-21.5%
+1,893.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.8% |
| 7D | -1.3% | -0.9% | -0.3% | -1.1% |
| 30D | +11.4% | -4.9% | +16.2% | +12.2% |
| 3M | +14.3% | +4.5% | +9.8% | +13.4% |
| 6M | -9.3% | -1.4% | -7.8% | -9.2% |
| YTD | +7.1% | -9.8% | +16.9% | +8.7% |
| 1Y | -9.1% | -4.5% | -4.6% | -8.8% |
| 3Y | +105.3% | +37.4% | +67.9% | +93.6% |
| 5Y | +66.8% | +55.0% | +11.8% | +53.1% |
| 10Y | +66.8% | +63.7% | +3.1% | +46.2% |
| All | +1,872.1% | -21.5% | +1,893.7% | +1,013.2% |
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