+3.7%
AIG vs MOD
-33.0%
+36.7%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -21.4% | +22.9% | +1.2% |
| 7D | +2.3% | -31.3% | +33.6% | +1.9% |
| 30D | +8.8% | -46.1% | +54.9% | +8.4% |
| 3M | +3.7% | -51.1% | +54.8% | +3.3% |
| 6M | +6.8% | -62.1% | +68.8% | +6.0% |
| YTD | -2.6% | -26.2% | +23.5% | -4.7% |
| 1Y | +3.7% | -32.6% | +36.3% | +1.4% |
| All | +3.7% | -33.0% | +36.7% | +1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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