-45.4%
TOST vs AIG
+72.6%
-118.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.9% | -1.5% |
| 7D | -3.6% | +1.4% | -5.0% | -4.4% |
| 30D | +8.9% | +6.6% | +2.2% | +5.3% |
| 3M | -2.2% | +7.9% | -10.1% | -6.0% |
| 6M | +41.0% | +10.4% | +30.6% | +33.2% |
| YTD | -4.0% | -1.3% | -2.7% | -4.4% |
| 1Y | -9.6% | +11.5% | -21.1% | -16.2% |
| 3Y | +141.7% | +38.8% | +102.9% | +91.0% |
| 5Y | -29.5% | +57.8% | -87.3% | -52.8% |
| All | -45.4% | +72.6% | -118.0% | -64.3% |
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