+14,183.4%
TER vs AIG
-21.5%
+14,205.0%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.8% | +6.3% | +5.7% |
| 7D | +0.6% | -0.9% | +1.6% | +0.8% |
| 30D | -8.3% | -4.9% | -3.4% | -7.2% |
| 3M | -12.2% | +4.5% | -16.7% | -13.8% |
| 6M | +17.1% | -1.4% | +18.5% | +16.6% |
| YTD | +84.7% | -9.8% | +94.5% | +87.5% |
| 1Y | +199.9% | -4.5% | +204.5% | +199.1% |
| 3Y | +232.8% | +37.4% | +195.3% | +202.0% |
| 5Y | +198.6% | +55.0% | +143.6% | +162.4% |
| 10Y | +1,669.7% | +63.7% | +1,606.1% | +1,366.0% |
| All | +14,183.4% | -21.5% | +14,205.0% | +7,555.7% |
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