+48.1%
TSLA vs AIG
+52.4%
-4.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -3.4% | -2.4% | -1.0% | -2.3% |
| 30D | +9.2% | -2.9% | +12.2% | +10.7% |
| 3M | -4.7% | +0.8% | -5.5% | -5.7% |
| 6M | -8.9% | -2.7% | -6.3% | -8.8% |
| YTD | -19.2% | -11.2% | -8.0% | -15.2% |
| 1Y | +4.5% | -1.5% | +6.0% | +2.6% |
| 3Y | +46.3% | +34.4% | +11.9% | +19.0% |
| 5Y | +48.1% | +54.4% | -6.3% | +10.2% |
| All | +48.1% | +52.4% | -4.2% | +10.2% |
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 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