+33.7%
AIG vs MOD
+312.9%
-279.2%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.9% |
| 7D | -1.6% | +6.3% | -7.9% | -1.9% |
| 30D | -5.2% | -1.7% | -3.5% | -5.2% |
| 3M | +1.5% | -30.1% | +31.6% | +3.2% |
| 6M | -3.9% | +2.7% | -6.6% | -5.6% |
| YTD | -11.6% | +44.1% | -55.7% | -15.6% |
| 1Y | -2.9% | +38.7% | -41.7% | -7.6% |
| 3Y | +33.7% | +309.8% | -276.0% | +9.8% |
| All | +33.7% | +312.9% | -279.2% | +9.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling