-99.0%
AMC vs AIG
+63.9%
-162.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.5% | -4.4% | -4.2% |
| 7D | -6.8% | -1.4% | -5.4% | -6.1% |
| 30D | +1.7% | -3.3% | +5.0% | +3.4% |
| 3M | +26.8% | +2.2% | +24.6% | +24.2% |
| 6M | +117.7% | -2.1% | +119.8% | +117.9% |
| YTD | +57.7% | -11.2% | +68.9% | +65.4% |
| 1Y | -12.5% | -2.1% | -10.3% | -14.1% |
| 3Y | -65.7% | +34.4% | -100.1% | -72.8% |
| 5Y | -99.5% | +53.7% | -153.2% | -99.6% |
| 10Y | -99.0% | +64.4% | -163.4% | -99.4% |
| All | -99.0% | +63.9% | -162.8% | -99.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 10y: compounded portfolio wealth divided by compounded AIG 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…
10y analysis · Full analysis span regression · 6 months rolling