+34.4%
TSLA vs AIG
+33.4%
+1.1%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.3% |
| 7D | +3.0% | -1.4% | +4.5% | +3.6% |
| 30D | +11.2% | -3.3% | +14.5% | +12.5% |
| 3M | -7.3% | +2.2% | -9.5% | -8.7% |
| 6M | -7.7% | -2.1% | -5.6% | -7.8% |
| YTD | -18.2% | -11.2% | -7.0% | -14.2% |
| 1Y | +6.0% | -2.1% | +8.1% | +4.5% |
| All | +34.4% | +33.4% | +1.1% | +10.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling