-98.7%
AMC vs AIG
+72.2%
-170.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.4% | -1.6% | 0.0% |
| 7D | +5.5% | +2.2% | +3.3% | +4.3% |
| 30D | +16.1% | +6.9% | +9.3% | +12.1% |
| 3M | +43.0% | +6.8% | +36.2% | +37.3% |
| 6M | +130.7% | +9.2% | +121.4% | +116.9% |
| YTD | +121.8% | -1.9% | +123.7% | +119.7% |
| 1Y | +40.7% | +9.7% | +31.0% | +30.3% |
| 3Y | -56.8% | +37.9% | -94.7% | -66.2% |
| 5Y | -99.1% | +56.8% | -155.9% | -99.3% |
| 10Y | -98.7% | +67.6% | -166.3% | -99.3% |
| All | -98.7% | +72.2% | -170.9% | -99.3% |
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