+24,401.0%
TSLA vs AIG
+277.2%
+24,123.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.2% | -2.0% |
| 7D | +8.9% | +6.6% | +2.4% | +6.2% |
| 30D | +6.3% | +7.0% | -0.7% | +3.2% |
| 3M | +14.8% | +9.7% | +5.1% | +10.2% |
| 6M | -12.4% | +10.8% | -23.2% | -16.8% |
| YTD | -13.2% | -1.3% | -12.0% | -14.0% |
| 1Y | -2.9% | +8.4% | -11.3% | -7.6% |
| 3Y | +74.4% | +39.0% | +35.4% | +49.0% |
| 5Y | +13.3% | +59.6% | -46.3% | -9.3% |
| 10Y | +3,004.2% | +68.4% | +2,935.8% | +2,040.8% |
| All | +24,401.0% | +277.2% | +24,123.8% | +10,980.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling