+416.5%
TPR vs AIG
+30.9%
+385.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.9% | +2.9% | +0.4% |
| 7D | +14.2% | -5.1% | +19.3% | +16.3% |
| 30D | +17.1% | +2.8% | +14.3% | +16.0% |
| 3M | -17.7% | -2.1% | -15.6% | -17.1% |
| 6M | -10.2% | +1.4% | -11.6% | -10.7% |
| YTD | +4.9% | -7.4% | +12.3% | +7.3% |
| 1Y | +36.1% | +4.4% | +31.7% | +32.6% |
| 3Y | +416.5% | +30.0% | +386.5% | +400.1% |
| All | +416.5% | +30.9% | +385.6% | +400.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling