+77.9%
TEM vs AIG
+19.3%
+58.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +0.4% | -6.0% | -5.8% |
| 7D | -5.9% | +6.6% | -12.4% | -7.6% |
| 30D | +4.8% | +7.0% | -2.2% | +2.1% |
| 3M | +31.9% | +9.7% | +22.2% | +27.0% |
| 6M | +56.0% | +10.8% | +45.2% | +47.8% |
| YTD | +21.3% | -1.3% | +22.5% | +22.2% |
| 1Y | +5.4% | +8.4% | -3.0% | -1.7% |
| All | +77.9% | +19.3% | +58.6% | +52.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling