+9,717.5%
TER vs AIG
-14.7%
+9,732.2%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.4% | -3.6% | -1.1% |
| 7D | -8.9% | +2.2% | -11.1% | -9.4% |
| 30D | -39.1% | +6.9% | -45.9% | -40.2% |
| 3M | -32.8% | +6.8% | -39.5% | -34.2% |
| 6M | -31.7% | +9.2% | -41.0% | -34.1% |
| YTD | +26.9% | -1.9% | +28.9% | +25.7% |
| 1Y | +33.6% | +9.7% | +23.9% | +28.5% |
| 3Y | +181.5% | +37.9% | +143.6% | +154.4% |
| 5Y | +76.1% | +56.8% | +19.3% | +53.7% |
| 10Y | +1,006.2% | +67.6% | +938.6% | +806.4% |
| All | +9,717.5% | -14.7% | +9,732.2% | +5,033.5% |
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 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