+306.7%
TPR vs AIG
+63.9%
+242.8%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.5% | -3.8% | -3.6% |
| 7D | -7.3% | -1.4% | -5.9% | -6.4% |
| 30D | -30.7% | -3.3% | -27.4% | -29.1% |
| 3M | -21.6% | +2.2% | -23.8% | -23.0% |
| 6M | -21.3% | -2.1% | -19.2% | -20.6% |
| YTD | -10.2% | -11.2% | +1.0% | -4.3% |
| 1Y | +9.5% | -2.1% | +11.6% | +8.4% |
| 3Y | +280.8% | +34.4% | +246.4% | +195.5% |
| 5Y | +218.7% | +53.7% | +165.0% | +118.8% |
| 10Y | +306.7% | +64.4% | +242.3% | +101.1% |
| All | +306.7% | +63.9% | +242.8% | +101.1% |
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