-48.5%
TE vs AIG
+69.0%
-117.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -2.0% | +12.0% | +10.4% |
| 7D | +18.2% | -1.6% | +19.8% | +18.5% |
| 30D | -13.5% | -5.2% | -8.3% | -12.6% |
| 3M | -44.6% | +1.5% | -46.0% | -45.0% |
| 6M | -24.7% | -3.9% | -20.8% | -24.4% |
| YTD | -24.3% | -11.6% | -12.6% | -22.9% |
| 1Y | +155.6% | -2.9% | +158.5% | +154.2% |
| 3Y | -18.3% | +33.7% | -52.0% | -23.0% |
| 5Y | -41.3% | +52.7% | -94.0% | -45.5% |
| All | -48.5% | +69.0% | -117.5% | -52.5% |
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