-25.1%
TGT vs AIG
+53.2%
-78.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | -0.1% |
| 7D | -5.2% | -1.2% | -4.1% | -4.9% |
| 30D | +1.2% | -1.1% | +2.3% | +1.6% |
| 3M | +18.4% | +0.7% | +17.7% | +17.8% |
| 6M | +33.4% | -2.2% | +35.6% | +33.8% |
| YTD | +63.8% | -10.8% | +74.6% | +69.1% |
| 1Y | +77.2% | -2.0% | +79.2% | +75.9% |
| 3Y | +41.8% | +34.8% | +6.9% | +24.0% |
| All | -25.1% | +53.2% | -78.2% | -37.9% |
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