+16.9%
TPR vs AIG
-4.5%
+21.4%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.5% | -0.2% |
| 7D | -2.7% | -0.9% | -1.7% | -2.5% |
| 30D | -23.3% | -4.9% | -18.4% | -22.6% |
| 3M | -12.8% | +4.5% | -17.3% | -13.6% |
| 6M | -21.7% | -1.4% | -20.3% | -21.6% |
| YTD | -3.9% | -9.8% | +5.9% | -3.2% |
| 1Y | +16.9% | -4.5% | +21.4% | +17.5% |
| All | +16.9% | -4.5% | +21.4% | +17.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling