-65.8%
TEAM vs AIG
+57.6%
-123.4%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | +0.1% |
| 7D | -16.9% | +2.0% | -18.9% | -17.6% |
| 30D | -26.8% | +6.3% | -33.1% | -28.9% |
| 3M | -1.9% | +9.2% | -11.1% | -5.9% |
| 6M | +79.2% | +9.5% | +69.6% | +71.0% |
| YTD | -6.1% | -1.6% | -4.5% | -6.1% |
| 1Y | -2.1% | +8.5% | -10.5% | -6.8% |
| 3Y | -13.6% | +38.3% | -51.9% | -28.9% |
| 5Y | -65.8% | +59.0% | -124.8% | -75.0% |
| All | -65.8% | +57.6% | -123.4% | -75.0% |
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