-40.6%
TOST vs AIG
+47.6%
-88.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.9% | +2.5% | +0.7% |
| 7D | +9.4% | -5.1% | +14.5% | +12.5% |
| 30D | +13.5% | +2.8% | +10.7% | +11.9% |
| 3M | -0.1% | -2.1% | +2.0% | +0.9% |
| 6M | +22.5% | +1.4% | +21.1% | +21.0% |
| YTD | -2.4% | -7.4% | +5.0% | +0.6% |
| 1Y | -4.7% | +4.4% | -9.1% | -8.7% |
| 3Y | +103.2% | +30.0% | +73.2% | +65.1% |
| All | -40.6% | +47.6% | -88.2% | -58.8% |
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