-2.1%
AIG vs MLM
-18.7%
+16.6%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.2% | +0.6% |
| 7D | -1.4% | -2.7% | +1.3% | -1.2% |
| 30D | -3.3% | -8.3% | +5.0% | -2.5% |
| 3M | +2.2% | -12.0% | +14.1% | +3.4% |
| 6M | -2.1% | -17.6% | +15.5% | -0.7% |
| YTD | -11.2% | -18.9% | +7.7% | -13.0% |
| 1Y | -2.1% | -17.6% | +15.5% | -3.1% |
| All | -2.1% | -18.7% | +16.6% | -3.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling