+34.8%
AIG vs MKC
-31.4%
+66.2%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.3% |
| 7D | -1.2% | -1.5% | +0.3% | -0.8% |
| 30D | -1.1% | -3.1% | +2.1% | -0.4% |
| 3M | +0.7% | +5.2% | -4.5% | -0.6% |
| 6M | -2.2% | -12.8% | +10.7% | +0.7% |
| YTD | -10.8% | -23.3% | +12.5% | -5.7% |
| 1Y | -2.0% | -24.1% | +22.1% | +3.8% |
| 3Y | +34.8% | -32.1% | +66.9% | +46.3% |
| All | +34.8% | -31.4% | +66.2% | +46.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 3y: compounded portfolio wealth divided by compounded MKC 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…
3y analysis · Full analysis span regression · 6 months rolling