-12.4%
TSLA vs AIG
+10.0%
-22.3%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.2% | -1.7% |
| 7D | +8.9% | +6.6% | +2.4% | +11.6% |
| 30D | +6.3% | +7.0% | -0.7% | +9.4% |
| 3M | +14.8% | +9.7% | +5.1% | +19.4% |
| 6M | -12.4% | +10.8% | -23.2% | -7.0% |
| All | -12.4% | +10.0% | -22.3% | -7.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling