-1.1%
TLT vs AIG
+34.0%
-35.1%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.0% | 0.0% |
| 7D | +0.4% | -1.6% | +2.0% | +0.4% |
| 30D | -0.3% | -5.2% | +4.9% | -0.3% |
| 3M | -1.7% | +1.5% | -3.2% | -1.7% |
| 6M | -4.9% | -3.9% | -1.0% | -4.9% |
| YTD | -2.8% | -11.6% | +8.8% | -2.8% |
| 1Y | -4.2% | -2.9% | -1.3% | -4.2% |
| 3Y | -1.1% | +33.7% | -34.8% | -5.0% |
| All | -1.1% | +34.0% | -35.1% | -5.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling