+67.6%
AIG vs MOD
+920.5%
-852.9%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -2.9% | +6.3% | +3.9% |
| 7D | +2.2% | -17.8% | +20.1% | +5.2% |
| 30D | +6.9% | -43.2% | +50.1% | +17.6% |
| 3M | +6.8% | -46.0% | +52.8% | +17.9% |
| 6M | +9.2% | -62.2% | +71.5% | +26.8% |
| YTD | -1.9% | -22.8% | +20.9% | -4.4% |
| 1Y | +9.7% | -35.5% | +45.1% | +10.0% |
| 3Y | +37.9% | +128.2% | -90.3% | -10.7% |
| 5Y | +56.8% | +791.6% | -734.8% | -36.6% |
| 10Y | +67.6% | +886.3% | -818.7% | -46.7% |
| All | +67.6% | +920.5% | -852.9% | -46.7% |
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