+3.7%
AIG vs MULL
+444.9%
-441.1%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -13.8% | +15.2% | +1.0% |
| 7D | +2.3% | -35.9% | +38.2% | +0.9% |
| 30D | +8.8% | -47.3% | +56.1% | +6.9% |
| 3M | +3.7% | -30.6% | +34.3% | +3.0% |
| 6M | +6.8% | +13.7% | -6.9% | +9.0% |
| YTD | -2.6% | +272.1% | -274.8% | +6.6% |
| 1Y | +3.7% | +475.1% | -471.3% | +16.7% |
| All | +3.7% | +444.9% | -441.1% | +16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 1y: compounded portfolio wealth divided by compounded MULL 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…
1y analysis · Full analysis span regression · 6 months rolling