+131.2%
TLT vs AIG
-89.5%
+220.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.1% |
| 7D | -0.4% | -0.9% | +0.5% | -0.5% |
| 30D | -0.6% | -4.9% | +4.3% | -0.9% |
| 3M | -2.7% | +4.5% | -7.2% | -2.5% |
| 6M | -5.6% | -1.4% | -4.2% | -5.6% |
| YTD | -2.8% | -9.8% | +7.0% | -3.3% |
| 1Y | -1.4% | -4.5% | +3.1% | -1.5% |
| 3Y | -1.6% | +37.4% | -39.0% | +0.7% |
| 5Y | -33.8% | +55.0% | -88.8% | -31.4% |
| 10Y | -21.1% | +63.7% | -84.8% | -16.0% |
| All | +131.2% | -89.5% | +220.7% | +134.4% |
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