-44.5%
TOST vs AIG
+61.9%
-106.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.9% | +2.5% | +0.6% |
| 7D | +9.4% | -5.1% | +14.5% | +12.4% |
| 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% | +0.5% |
| 1Y | -4.7% | +4.4% | -9.1% | -8.6% |
| 3Y | +103.2% | +30.0% | +73.2% | +66.3% |
| 5Y | -41.2% | +47.9% | -89.1% | -59.4% |
| All | -44.5% | +61.9% | -106.5% | -62.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling