+15.5%
TSLA vs AIG
+59.1%
-43.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.2% | -2.0% |
| 7D | +8.9% | +6.6% | +2.4% | +5.8% |
| 30D | +6.3% | +7.0% | -0.7% | +2.7% |
| 3M | +14.8% | +9.7% | +5.1% | +9.3% |
| 6M | -12.4% | +10.8% | -23.2% | -17.7% |
| YTD | -13.2% | -1.3% | -12.0% | -13.7% |
| 1Y | -2.9% | +8.4% | -11.3% | -8.7% |
| 3Y | +74.4% | +39.0% | +35.4% | +40.1% |
| All | +15.5% | +59.1% | -43.6% | -18.0% |
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 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