+64.2%
AIG vs MKTX
+5.0%
+59.1%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | -1.2% | -0.2% | -0.9% | -1.1% |
| 30D | -1.1% | +0.7% | -1.8% | -1.2% |
| 3M | +0.7% | +40.8% | -40.1% | -5.0% |
| 6M | -2.2% | -8.0% | +5.8% | -1.3% |
| YTD | -10.8% | -8.7% | -2.1% | -10.1% |
| 1Y | -2.0% | -11.8% | +9.8% | -0.7% |
| 3Y | +34.8% | -24.0% | +58.9% | +36.9% |
| 5Y | +55.0% | -60.3% | +115.4% | +74.1% |
| All | +64.2% | +5.0% | +59.1% | +44.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 10y: compounded portfolio wealth divided by compounded MKTX 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…
10y analysis · Full analysis span regression · 6 months rolling