+9,883.5%
TER vs AIG
-14.1%
+9,897.7%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.4% | -5.7% | -5.5% |
| 7D | +14.4% | +6.6% | +7.8% | +12.6% |
| 30D | -30.6% | +7.0% | -37.6% | -31.9% |
| 3M | -39.2% | +9.7% | -48.9% | -40.8% |
| 6M | -31.3% | +10.8% | -42.1% | -33.8% |
| YTD | +29.1% | -1.3% | +30.4% | +27.7% |
| 1Y | +47.4% | +8.4% | +39.1% | +42.3% |
| 3Y | +191.2% | +39.0% | +152.2% | +162.7% |
| 5Y | +74.0% | +59.6% | +14.4% | +51.2% |
| 10Y | +1,005.1% | +68.4% | +936.7% | +804.4% |
| All | +9,883.5% | -14.1% | +9,897.7% | +5,112.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling