+22,131.9%
TSLA vs AIG
+244.7%
+21,887.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.8% | -5.1% | -5.6% |
| 7D | +1.5% | -0.9% | +2.5% | +1.9% |
| 30D | +10.1% | -4.9% | +15.0% | +12.3% |
| 3M | -15.4% | +4.5% | -19.8% | -17.3% |
| 6M | -12.8% | -1.4% | -11.3% | -13.0% |
| YTD | -21.3% | -9.8% | -11.5% | -18.8% |
| 1Y | +4.6% | -4.5% | +9.1% | +4.7% |
| 3Y | +44.5% | +37.4% | +7.1% | +24.4% |
| 5Y | +44.8% | +55.0% | -10.2% | +17.8% |
| 10Y | +2,585.4% | +63.7% | +2,521.7% | +1,778.3% |
| All | +22,131.9% | +244.7% | +21,887.2% | +10,361.2% |
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 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