+2,664.3%
TSLA vs AIG
+66.2%
+2,598.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.4% |
| 7D | +3.2% | -1.2% | +4.4% | +3.7% |
| 30D | +11.6% | -1.1% | +12.6% | +12.0% |
| 3M | -8.4% | +0.7% | -9.1% | -9.1% |
| 6M | -10.4% | -2.2% | -8.2% | -10.4% |
| YTD | -18.7% | -10.8% | -7.9% | -15.8% |
| 1Y | -0.9% | -2.0% | +1.1% | -2.0% |
| 3Y | +33.6% | +34.8% | -1.3% | +15.4% |
| 5Y | +48.9% | +55.0% | -6.1% | +20.5% |
| All | +2,664.3% | +66.2% | +2,598.1% | +1,682.0% |
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