+47.4%
TER vs AIG
+11.2%
+36.2%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.4% | -0.9% |
| 7D | +24.0% | +2.0% | +22.0% | +24.8% |
| 30D | -30.6% | +6.3% | -37.0% | -28.6% |
| 3M | -34.5% | +9.2% | -43.6% | -31.6% |
| 6M | -26.4% | +9.5% | -35.9% | -22.5% |
| YTD | +36.4% | -1.6% | +38.0% | +40.1% |
| 1Y | +47.4% | +8.5% | +38.9% | +50.5% |
| All | +47.4% | +11.2% | +36.2% | +50.5% |
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