+43.0%
TMUS vs AIG
+53.5%
-10.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.1% | +0.6% |
| 7D | -0.3% | -1.6% | +1.3% | +0.2% |
| 30D | +3.1% | -5.2% | +8.3% | +4.6% |
| 3M | +2.4% | +1.5% | +1.0% | +2.1% |
| 6M | -17.1% | -3.9% | -13.1% | -16.2% |
| YTD | -9.1% | -11.6% | +2.5% | -6.4% |
| 1Y | -23.6% | -2.9% | -20.7% | -23.5% |
| 3Y | +38.8% | +33.7% | +5.1% | +26.9% |
| 5Y | +43.0% | +52.7% | -9.7% | +23.7% |
| All | +43.0% | +53.5% | -10.6% | +23.7% |
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