+219.1%
TER vs AIG
+53.5%
+165.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.0% | +6.2% | +5.0% |
| 7D | +11.0% | -1.6% | +12.5% | +11.6% |
| 30D | -1.9% | -5.2% | +3.3% | 0.0% |
| 3M | -0.7% | +1.5% | -2.1% | -2.6% |
| 6M | +36.4% | -3.9% | +40.3% | +36.6% |
| YTD | +92.4% | -11.6% | +104.1% | +99.7% |
| 1Y | +213.5% | -2.9% | +216.5% | +207.5% |
| 3Y | +277.2% | +33.7% | +243.5% | +205.9% |
| 5Y | +219.1% | +52.7% | +166.5% | +138.0% |
| All | +219.1% | +53.5% | +165.6% | +138.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling