+302.0%
TRV vs AIG
+66.2%
+235.9%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.4% | +1.7% | +1.9% |
| 7D | +1.9% | -1.2% | +3.1% | +2.5% |
| 30D | +1.7% | -1.1% | +2.8% | +2.3% |
| 3M | +23.9% | +0.7% | +23.2% | +23.6% |
| 6M | +26.3% | -2.2% | +28.4% | +27.5% |
| YTD | +30.8% | -10.8% | +41.7% | +37.9% |
| 1Y | +36.3% | -2.0% | +38.3% | +36.6% |
| 3Y | +145.0% | +34.8% | +110.2% | +109.8% |
| 5Y | +163.9% | +55.0% | +108.8% | +106.5% |
| All | +302.0% | +66.2% | +235.9% | +171.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling