-33.5%
TEM vs AIG
-1.2%
-32.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.6% |
| 7D | -8.7% | -1.2% | -7.5% | -9.0% |
| 30D | +8.1% | -1.1% | +9.1% | +7.8% |
| 3M | +19.0% | +0.7% | +18.3% | +19.2% |
| 6M | +12.0% | -2.2% | +14.2% | +11.5% |
| YTD | -0.1% | -10.8% | +10.8% | -2.8% |
| 1Y | -33.5% | -2.0% | -31.5% | -36.2% |
| All | -33.5% | -1.2% | -32.3% | -36.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling