+68.2%
AIG vs MLM
+167.5%
-99.3%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.5% | -0.1% | +1.1% |
| 7D | -3.4% | -3.8% | +0.5% | -1.4% |
| 30D | +3.4% | +11.0% | -7.6% | -2.3% |
| 3M | +1.7% | -3.1% | +4.8% | +2.9% |
| 6M | +5.7% | -9.8% | +15.5% | +9.8% |
| YTD | -5.1% | -14.4% | +9.2% | -0.1% |
| 1Y | +6.1% | -12.6% | +18.6% | +10.2% |
| 3Y | +35.5% | +19.7% | +15.7% | +13.9% |
| 5Y | +51.9% | +29.8% | +22.2% | +18.0% |
| 10Y | +68.2% | +153.5% | -85.3% | -20.9% |
| All | +68.2% | +167.5% | -99.3% | -20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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