+34.8%
AIG vs MTB
+114.2%
-79.4%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.3% |
| 7D | -1.2% | 0.0% | -1.2% | -1.2% |
| 30D | -1.1% | -4.8% | +3.7% | +0.6% |
| 3M | +0.7% | +6.0% | -5.3% | -1.6% |
| 6M | -2.2% | +19.6% | -21.8% | -8.5% |
| YTD | -10.8% | +21.5% | -32.3% | -17.4% |
| 1Y | -2.0% | +24.7% | -26.7% | -10.2% |
| 3Y | +34.8% | +108.6% | -73.7% | +2.7% |
| All | +34.8% | +114.2% | -79.4% | +2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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