-53.1%
TEAM vs AIG
+53.4%
-106.5%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.3% | +0.5% |
| 7D | -4.7% | -1.4% | -3.2% | -4.0% |
| 30D | +17.0% | -3.3% | +20.4% | +18.9% |
| 3M | +85.9% | +2.2% | +83.7% | +83.9% |
| 6M | +116.7% | -2.1% | +118.8% | +118.6% |
| YTD | +9.6% | -11.2% | +20.8% | +14.8% |
| 1Y | -2.5% | -2.1% | -0.4% | -2.8% |
| 3Y | -14.0% | +34.4% | -48.3% | -27.4% |
| 5Y | -53.1% | +53.7% | -106.8% | -62.4% |
| All | -53.1% | +53.4% | -106.5% | -62.4% |
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