+8.4%
AIG vs MAS
+38.5%
-30.2%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.1% | +0.3% |
| 7D | +6.6% | +3.0% | +3.6% | +6.2% |
| 30D | +7.0% | +22.4% | -15.4% | +5.2% |
| 3M | +9.7% | +14.5% | -4.8% | +8.2% |
| 6M | +10.8% | +27.1% | -16.3% | +8.3% |
| YTD | -1.3% | +35.8% | -37.0% | -5.8% |
| 1Y | +8.4% | +39.4% | -31.0% | +1.9% |
| All | +8.4% | +38.5% | -30.2% | +1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 1y: compounded portfolio wealth divided by compounded MAS 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…
1y analysis · Full analysis span regression · 6 months rolling