-23.2%
AIG vs MOD
+3,565.2%
-3,588.5%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.3% | -5.1% | -2.1% |
| 7D | -0.9% | +9.6% | -10.5% | -3.6% |
| 30D | -4.9% | 0.0% | -4.9% | -5.3% |
| 3M | +4.5% | -35.4% | +39.8% | +15.2% |
| 6M | -1.4% | -7.3% | +5.8% | -4.4% |
| YTD | -9.8% | +45.8% | -55.6% | -24.6% |
| 1Y | -4.5% | +43.1% | -47.7% | -21.7% |
| 3Y | +37.4% | +297.7% | -260.2% | -28.7% |
| 5Y | +55.0% | +1,478.8% | -1,423.8% | -52.3% |
| 10Y | +63.7% | +1,633.4% | -1,569.7% | -60.6% |
| All | -23.2% | +3,565.2% | -3,588.5% | -88.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling