+226.3%
TER vs AIG
-1.7%
+228.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.5% | +2.7% | +3.3% |
| 7D | +12.4% | -1.4% | +13.8% | +11.8% |
| 30D | +5.1% | -3.3% | +8.5% | +4.1% |
| 3M | +4.0% | +2.2% | +1.8% | +4.1% |
| 6M | +29.5% | -2.1% | +31.7% | +29.7% |
| YTD | +98.5% | -11.2% | +109.7% | +94.6% |
| All | +226.3% | -1.7% | +228.0% | +237.1% |
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 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