+46.6%
TEM vs AIG
+7.7%
+38.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.3% |
| 7D | -8.7% | -1.2% | -7.5% | -8.3% |
| 30D | +8.1% | -1.1% | +9.1% | +8.3% |
| 3M | +19.0% | +0.7% | +18.3% | +17.4% |
| 6M | +12.0% | -2.2% | +14.2% | +11.8% |
| YTD | -0.1% | -10.8% | +10.8% | +4.8% |
| 1Y | -33.5% | -2.0% | -31.5% | -36.1% |
| All | +46.6% | +7.7% | +38.9% | +31.1% |
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