-48.3%
AIG vs MLM
+3,041.7%
-3,089.9%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.5% | +3.9% | +3.6% |
| 7D | +2.2% | -2.9% | +5.1% | +3.6% |
| 30D | +6.9% | +10.4% | -3.6% | +1.9% |
| 3M | +6.8% | -3.7% | +10.5% | +8.2% |
| 6M | +9.2% | -10.3% | +19.5% | +13.3% |
| YTD | -1.9% | -14.8% | +12.9% | +3.1% |
| 1Y | +9.7% | -13.9% | +23.5% | +14.5% |
| 3Y | +37.9% | +18.4% | +19.5% | +21.3% |
| 5Y | +56.8% | +31.8% | +25.0% | +28.4% |
| 10Y | +67.6% | +143.4% | -75.8% | -1.1% |
| All | -48.3% | +3,041.7% | -3,089.9% | -86.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling