+154.4%
TRV vs AIG
+52.5%
+101.8%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -1.5% | -2.4% | +0.9% | -0.2% |
| 30D | -1.8% | -2.9% | +1.1% | -0.2% |
| 3M | +21.6% | +0.8% | +20.8% | +21.2% |
| 6M | +22.5% | -2.7% | +25.1% | +24.1% |
| YTD | +28.1% | -11.2% | +39.3% | +35.9% |
| 1Y | +37.0% | -1.5% | +38.5% | +36.8% |
| 3Y | +141.9% | +34.4% | +107.5% | +106.2% |
| All | +154.4% | +52.5% | +101.8% | +96.3% |
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 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