-61.7%
AIG vs MDY
+2,611.4%
-2,673.0%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | -0.5% |
| 7D | -1.2% | -1.9% | +0.7% | +0.9% |
| 30D | -1.1% | -4.6% | +3.6% | +4.2% |
| 3M | +0.7% | -1.2% | +1.9% | +1.6% |
| 6M | -2.2% | +9.2% | -11.4% | -12.5% |
| YTD | -10.8% | +13.1% | -23.9% | -23.8% |
| 1Y | -2.0% | +13.0% | -15.0% | -16.6% |
| 3Y | +34.8% | +49.2% | -14.4% | -19.9% |
| 5Y | +55.0% | +47.2% | +7.8% | -7.9% |
| 10Y | +65.1% | +176.0% | -110.9% | -50.5% |
| All | -61.7% | +2,611.4% | -2,673.0% | -98.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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