-34.9%
TLT vs AIG
+53.4%
-88.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.0% | -0.5% |
| 7D | -0.3% | -1.4% | +1.2% | -0.4% |
| 30D | 0.0% | -3.3% | +3.3% | -0.2% |
| 3M | -2.9% | +2.2% | -5.0% | -2.7% |
| 6M | -6.3% | -2.1% | -4.1% | -6.3% |
| YTD | -3.3% | -11.2% | +7.8% | -4.0% |
| 1Y | -4.2% | -2.1% | -2.1% | -4.2% |
| 3Y | -1.7% | +34.4% | -36.0% | +2.1% |
| 5Y | -34.9% | +53.7% | -88.6% | -30.8% |
| All | -34.9% | +53.4% | -88.3% | -30.8% |
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