+53.7%
AIG vs M
+22.2%
+31.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.2% | +4.7% | +1.1% |
| 7D | -1.4% | -4.1% | +2.6% | -0.8% |
| 30D | -3.3% | -13.6% | +10.3% | -1.1% |
| 3M | +2.2% | -2.3% | +4.5% | +2.2% |
| 6M | -2.1% | +21.9% | -24.0% | -5.8% |
| YTD | -11.2% | -0.6% | -10.6% | -11.9% |
| 1Y | -2.1% | +29.7% | -31.8% | -7.4% |
| 3Y | +34.4% | +107.3% | -72.9% | +10.0% |
| 5Y | +53.7% | +20.5% | +33.2% | +36.4% |
| All | +53.7% | +22.2% | +31.5% | +36.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling