-48.5%
TE vs AIG
+52.4%
-100.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | 0.0% | -6.7% | -6.7% |
| 7D | +0.9% | -2.4% | +3.3% | +1.9% |
| 30D | -16.3% | -2.9% | -13.3% | -15.2% |
| 3M | -40.8% | +0.8% | -41.5% | -41.6% |
| 6M | -42.6% | -2.7% | -39.9% | -42.5% |
| YTD | -31.4% | -11.2% | -20.2% | -28.5% |
| 1Y | +144.9% | -1.5% | +146.4% | +137.9% |
| 3Y | -26.0% | +34.4% | -60.4% | -40.5% |
| 5Y | -48.5% | +54.4% | -102.9% | -61.7% |
| All | -48.5% | +52.4% | -100.9% | -61.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling