+64.4%
AIG vs MOD
+1,486.8%
-1,422.4%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.3% | +3.8% | +1.1% |
| 7D | -1.4% | +3.6% | -5.0% | -2.2% |
| 30D | -3.3% | -2.6% | -0.7% | -3.1% |
| 3M | +2.2% | -33.1% | +35.3% | +9.0% |
| 6M | -2.1% | -7.5% | +5.4% | -4.1% |
| YTD | -11.2% | +39.3% | -50.5% | -21.5% |
| 1Y | -2.1% | +34.3% | -36.4% | -14.3% |
| 3Y | +34.4% | +296.2% | -261.8% | -20.8% |
| 5Y | +53.7% | +1,504.6% | -1,450.9% | -43.7% |
| 10Y | +64.4% | +1,511.5% | -1,447.1% | -53.9% |
| All | +64.4% | +1,486.8% | -1,422.4% | -53.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling