+8,579.1%
TPR vs AIG
-92.6%
+8,671.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.4% | -3.7% | -1.2% |
| 7D | +12.1% | +2.2% | +9.8% | +11.4% |
| 30D | +16.7% | +6.9% | +9.8% | +14.7% |
| 3M | -17.4% | +6.8% | -24.2% | -18.7% |
| 6M | +2.3% | +9.2% | -7.0% | -0.1% |
| YTD | +7.1% | -1.9% | +9.1% | +7.2% |
| 1Y | +29.5% | +9.7% | +19.8% | +25.9% |
| 3Y | +415.0% | +37.9% | +377.1% | +370.5% |
| 5Y | +261.5% | +56.8% | +204.7% | +219.7% |
| 10Y | +383.3% | +67.6% | +315.7% | +315.0% |
| All | +8,579.1% | -92.6% | +8,671.7% | +14,575.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling