+8,398.6%
TPR vs AIG
-93.0%
+8,491.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.9% | +2.9% | 0.0% |
| 7D | +14.2% | -5.1% | +19.3% | +15.7% |
| 30D | +17.1% | +2.8% | +14.3% | +16.3% |
| 3M | -17.7% | -2.1% | -15.6% | -17.3% |
| 6M | -10.2% | +1.4% | -11.6% | -10.6% |
| YTD | +4.9% | -7.4% | +12.3% | +6.5% |
| 1Y | +36.1% | +4.4% | +31.7% | +34.0% |
| 3Y | +416.5% | +30.0% | +386.5% | +378.8% |
| 5Y | +254.8% | +47.9% | +206.9% | +218.5% |
| 10Y | +391.7% | +74.4% | +317.3% | +320.7% |
| All | +8,398.6% | -93.0% | +8,491.7% | +14,481.0% |
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 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