+7,716.4%
TPR vs AIG
-93.2%
+7,809.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.2% |
| 7D | -2.3% | -0.9% | -1.4% | -2.1% |
| 30D | -23.0% | -4.9% | -18.1% | -22.0% |
| 3M | -12.5% | +4.5% | -16.9% | -13.5% |
| 6M | -21.4% | -1.4% | -20.0% | -21.2% |
| YTD | -3.5% | -9.8% | +6.3% | -1.4% |
| 1Y | +17.4% | -4.5% | +21.9% | +18.0% |
| 3Y | +291.3% | +37.4% | +253.8% | +257.7% |
| 5Y | +241.9% | +55.0% | +186.9% | +203.7% |
| 10Y | +322.7% | +63.7% | +259.0% | +266.5% |
| All | +7,716.4% | -93.2% | +7,809.7% | +13,403.6% |
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