-90.4%
AIG vs MUB
+75.4%
-165.7%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +1.1% |
| 7D | -1.4% | -0.7% | -0.7% | -0.6% |
| 30D | -3.3% | -2.0% | -1.4% | -1.0% |
| 3M | +2.2% | -2.5% | +4.7% | +5.3% |
| 6M | -2.1% | -2.3% | +0.2% | +0.7% |
| YTD | -11.2% | -1.3% | -9.9% | -9.9% |
| 1Y | -2.1% | +1.1% | -3.2% | -3.5% |
| 3Y | +34.4% | +8.2% | +26.2% | +21.1% |
| 5Y | +53.7% | +1.5% | +52.2% | +50.3% |
| 10Y | +64.4% | +17.6% | +46.8% | +38.7% |
| All | -90.4% | +75.4% | -165.7% | -95.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB 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 MUB 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