-53.1%
TE vs AIG
+70.5%
-123.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.6% |
| 7D | +0.2% | -1.2% | +1.4% | +0.4% |
| 30D | -5.9% | -1.1% | -4.9% | -5.8% |
| 3M | -45.6% | +0.7% | -46.3% | -45.9% |
| 6M | -43.4% | -2.2% | -41.2% | -43.3% |
| YTD | -31.0% | -10.8% | -20.1% | -29.9% |
| 1Y | +145.2% | -2.0% | +147.2% | +143.4% |
| 3Y | -24.1% | +34.8% | -58.9% | -28.6% |
| 5Y | -48.1% | +55.0% | -103.2% | -51.9% |
| All | -53.1% | +70.5% | -123.5% | -56.8% |
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