+65.5%
AIG vs MOD
+1,079.7%
-1,014.2%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +27.9% | -27.5% | -4.8% |
| 7D | +6.6% | +40.4% | -33.8% | -0.8% |
| 30D | +7.0% | -14.0% | +21.0% | +8.2% |
| 3M | +9.7% | -33.3% | +43.0% | +15.8% |
| 6M | +10.8% | -51.4% | +62.2% | +22.0% |
| YTD | -1.3% | +1.6% | -2.9% | -9.3% |
| 1Y | +8.4% | +5.4% | +3.0% | -2.1% |
| 3Y | +39.0% | +191.0% | -152.0% | -14.4% |
| 5Y | +59.6% | +1,093.1% | -1,033.5% | -39.6% |
| All | +65.5% | +1,079.7% | -1,014.2% | -50.3% |
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