+64.2%
AIG vs M
-3.0%
+67.2%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +7.7% | -7.3% | -1.5% |
| 7D | -1.2% | -4.2% | +3.1% | -0.3% |
| 30D | -1.1% | -7.2% | +6.1% | +0.6% |
| 3M | +0.7% | -11.1% | +11.8% | +3.0% |
| 6M | -2.2% | +28.8% | -31.0% | -9.2% |
| YTD | -10.8% | +2.0% | -12.9% | -12.7% |
| 1Y | -2.0% | +31.3% | -33.3% | -10.6% |
| 3Y | +34.8% | +119.1% | -84.2% | -0.6% |
| 5Y | +55.0% | +29.7% | +25.4% | +20.7% |
| All | +64.2% | -3.0% | +67.2% | -9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 10y: compounded portfolio wealth divided by compounded M 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…
10y analysis · Full analysis span regression · 6 months rolling