+68.4%
AIG vs MOD
+915.9%
-847.5%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.5% | -2.8% | 0.0% |
| 7D | +1.4% | +8.2% | -6.8% | -0.3% |
| 30D | +6.6% | -38.2% | +44.8% | +15.5% |
| 3M | +7.9% | -46.2% | +54.1% | +19.3% |
| 6M | +10.4% | -62.5% | +72.9% | +28.5% |
| YTD | -1.3% | -20.1% | +18.8% | -4.4% |
| 1Y | +11.5% | -29.7% | +41.2% | +9.8% |
| 3Y | +38.8% | +136.2% | -97.4% | -10.8% |
| 5Y | +57.8% | +820.4% | -762.5% | -36.7% |
| 10Y | +68.4% | +839.8% | -771.4% | -47.0% |
| All | +68.4% | +915.9% | -847.5% | -47.0% |
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