+48.7%
TMUS vs AIG
+57.4%
-8.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.4% | -3.2% | -0.7% |
| 7D | +9.5% | +2.2% | +7.3% | +8.8% |
| 30D | +13.8% | +6.9% | +6.9% | +11.8% |
| 3M | -4.6% | +6.8% | -11.3% | -6.3% |
| 6M | -11.7% | +9.2% | -20.9% | -13.8% |
| YTD | -15.4% | -1.9% | -13.5% | -15.3% |
| 1Y | -16.1% | +9.7% | -25.8% | -18.6% |
| 3Y | +20.5% | +37.9% | -17.4% | +9.3% |
| 5Y | +48.7% | +56.8% | -8.1% | +28.9% |
| All | +48.7% | +57.4% | -8.7% | +28.9% |
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 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