-45.3%
AIG vs MTCH
+14,793.4%
-14,838.7%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | +0.2% |
| 7D | -1.2% | +1.3% | -2.4% | -1.4% |
| 30D | -1.1% | +15.9% | -16.9% | -3.6% |
| 3M | +0.7% | +23.3% | -22.6% | -3.2% |
| 6M | -2.2% | +40.1% | -42.3% | -8.1% |
| YTD | -10.8% | +33.6% | -44.4% | -15.8% |
| 1Y | -2.0% | +14.1% | -16.1% | -5.1% |
| 3Y | +34.8% | +1.4% | +33.4% | +30.0% |
| 5Y | +55.0% | -73.1% | +128.2% | +81.2% |
| 10Y | +65.1% | +204.8% | -139.7% | +18.1% |
| All | -45.3% | +14,793.4% | -14,838.7% | -69.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 MTCH 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