+317.5%
TMUS vs AIG
+66.2%
+251.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.4% | +2.5% | +2.8% |
| 7D | +0.4% | -1.2% | +1.6% | +0.8% |
| 30D | +3.5% | -1.1% | +4.6% | +3.8% |
| 3M | -1.3% | +0.7% | -2.0% | -1.5% |
| 6M | -13.6% | -2.2% | -11.4% | -13.2% |
| YTD | -8.8% | -10.8% | +2.1% | -6.0% |
| 1Y | -22.9% | -2.0% | -20.8% | -22.9% |
| 3Y | +36.7% | +34.8% | +1.9% | +23.7% |
| 5Y | +46.6% | +55.0% | -8.4% | +24.9% |
| All | +317.5% | +66.2% | +251.4% | +209.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling