+4.2%
AIG vs MULL
+2,620.5%
-2,616.2%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.4% | -4.9% | +0.5% |
| 7D | -1.4% | +14.8% | -16.2% | -1.4% |
| 30D | -3.3% | +36.6% | -39.9% | -3.1% |
| 3M | +2.2% | -8.9% | +11.1% | +2.2% |
| 6M | -2.1% | +311.9% | -314.1% | -3.9% |
| YTD | -11.2% | +579.8% | -591.0% | -13.8% |
| 1Y | -2.1% | +2,421.5% | -2,423.7% | -10.3% |
| All | +4.2% | +2,620.5% | -2,616.2% | -11.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling