-24.4%
AIG vs MKC
+3,336.7%
-3,361.1%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.8% |
| 7D | -1.4% | -4.3% | +2.9% | +0.1% |
| 30D | -3.3% | -3.1% | -0.2% | -2.3% |
| 3M | +2.2% | +6.8% | -4.6% | -0.5% |
| 6M | -2.1% | -18.3% | +16.2% | +4.1% |
| YTD | -11.2% | -23.1% | +11.9% | -3.9% |
| 1Y | -2.1% | -23.7% | +21.6% | +5.9% |
| 3Y | +34.4% | -31.0% | +65.4% | +48.3% |
| 5Y | +53.7% | -33.5% | +87.2% | +68.8% |
| 10Y | +64.4% | +30.3% | +34.1% | +36.6% |
| All | -24.4% | +3,336.7% | -3,361.1% | -72.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling