+29.5%
TPR vs AIG
+10.1%
+19.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.4% | -3.7% | -1.2% |
| 7D | +12.1% | +2.2% | +9.8% | +11.3% |
| 30D | +16.7% | +6.9% | +9.8% | +14.7% |
| 3M | -17.4% | +6.8% | -24.2% | -18.8% |
| 6M | +2.3% | +9.2% | -7.0% | 0.0% |
| YTD | +7.1% | -1.9% | +9.1% | +4.9% |
| 1Y | +29.5% | +9.7% | +19.8% | +25.3% |
| All | +29.5% | +10.1% | +19.4% | +25.3% |
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