-30.4%
AIG vs M
+396.5%
-427.0%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.6% | -3.4% | -1.7% |
| 7D | -0.9% | +4.7% | -5.7% | -2.4% |
| 30D | -4.9% | -9.6% | +4.8% | -1.8% |
| 3M | +4.5% | +0.9% | +3.6% | +3.3% |
| 6M | -1.4% | +22.3% | -23.7% | -9.1% |
| YTD | -9.8% | +6.5% | -16.3% | -13.5% |
| 1Y | -4.5% | +38.8% | -43.3% | -16.9% |
| 3Y | +37.4% | +115.9% | -78.5% | -7.0% |
| 5Y | +55.0% | +28.6% | +26.3% | +11.6% |
| 10Y | +63.7% | -2.5% | +66.2% | +0.5% |
| All | -30.4% | +396.5% | -427.0% | -76.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling