+125.1%
TLT vs AIG
-88.5%
+213.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.4% |
| 7D | -3.1% | +6.6% | -9.7% | -2.7% |
| 30D | +1.0% | +7.0% | -6.0% | +1.4% |
| 3M | -2.7% | +9.7% | -12.4% | -2.2% |
| 6M | -4.1% | +10.8% | -14.9% | -3.5% |
| YTD | -5.4% | -1.3% | -4.1% | -5.3% |
| 1Y | -7.0% | +8.4% | -15.4% | -6.5% |
| 3Y | +2.8% | +39.0% | -36.2% | +5.2% |
| 5Y | -35.4% | +59.6% | -95.0% | -32.9% |
| 10Y | -13.1% | +68.4% | -81.5% | -7.3% |
| All | +125.1% | -88.5% | +213.6% | +129.4% |
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