+23,015.9%
TSLA vs AIG
+237.8%
+22,778.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.0% | +6.0% | +4.8% |
| 7D | +3.4% | -1.6% | +5.0% | +4.0% |
| 30D | +12.0% | -5.2% | +17.3% | +14.4% |
| 3M | -10.0% | +1.5% | -11.4% | -10.9% |
| 6M | -7.2% | -3.9% | -3.3% | -6.5% |
| YTD | -18.1% | -11.6% | -6.5% | -15.0% |
| 1Y | +6.3% | -2.9% | +9.2% | +5.6% |
| 3Y | +48.2% | +33.7% | +14.4% | +28.9% |
| 5Y | +46.5% | +52.7% | -6.2% | +19.9% |
| 10Y | +2,698.1% | +62.6% | +2,635.5% | +1,861.8% |
| All | +23,015.9% | +237.8% | +22,778.2% | +10,861.2% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling