+357.0%
TPR vs AIG
+66.9%
+290.0%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.3% |
| 7D | -1.1% | +2.0% | -3.2% | -2.5% |
| 30D | +15.1% | +6.3% | +8.8% | +10.4% |
| 3M | -13.4% | +9.2% | -22.6% | -18.4% |
| 6M | +1.4% | +9.5% | -8.2% | -5.2% |
| YTD | +4.8% | -1.6% | +6.4% | +4.2% |
| 1Y | +29.2% | +8.5% | +20.7% | +20.0% |
| 3Y | +403.7% | +38.3% | +365.4% | +284.6% |
| 5Y | +230.8% | +59.0% | +171.8% | +122.5% |
| All | +357.0% | +66.9% | +290.0% | +116.6% |
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