+240.4%
TPR vs AIG
+54.7%
+185.7%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.4% |
| 7D | -2.3% | -0.9% | -1.4% | -1.8% |
| 30D | -23.0% | -4.9% | -18.1% | -21.0% |
| 3M | -12.5% | +4.5% | -16.9% | -14.7% |
| 6M | -21.4% | -1.4% | -20.0% | -21.2% |
| YTD | -3.5% | -9.8% | +6.3% | +0.9% |
| 1Y | +17.4% | -4.5% | +21.9% | +18.2% |
| 3Y | +291.3% | +37.4% | +253.8% | +209.4% |
| All | +240.4% | +54.7% | +185.7% | +134.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling