+6,432.7%
TRV vs AIG
-22.8%
+6,455.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.1% | +0.2% |
| 7D | +0.2% | -1.4% | +1.6% | +0.6% |
| 30D | -2.3% | -3.3% | +1.0% | -1.5% |
| 3M | +22.7% | +2.2% | +20.5% | +22.1% |
| 6M | +21.9% | -2.1% | +24.1% | +22.6% |
| YTD | +27.5% | -11.2% | +38.7% | +31.1% |
| 1Y | +36.2% | -2.1% | +38.4% | +36.6% |
| 3Y | +140.6% | +34.4% | +106.2% | +123.8% |
| 5Y | +154.5% | +53.7% | +100.8% | +127.8% |
| 10Y | +295.4% | +64.4% | +231.0% | +237.8% |
| All | +6,432.7% | -22.8% | +6,455.4% | +3,844.6% |
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