-25.8%
TE vs AIG
+6.0%
-31.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.5% | -5.0% | -2.6% |
| 7D | +3.8% | +2.3% | +1.5% | +5.3% |
| 30D | -26.2% | +8.8% | -35.0% | -22.4% |
| 3M | -49.7% | +3.7% | -53.4% | -48.5% |
| 6M | -46.5% | +6.8% | -53.2% | -44.2% |
| YTD | -59.1% | -2.6% | -56.5% | -59.6% |
| 1Y | -25.8% | +3.7% | -29.5% | -16.3% |
| All | -25.8% | +6.0% | -31.8% | -16.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling