+140.1%
AMT vs AIG
+66.9%
+73.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.2% |
| 7D | -2.2% | +2.0% | -4.2% | -2.6% |
| 30D | +5.8% | +6.3% | -0.6% | +4.4% |
| 3M | +12.6% | +9.2% | +3.4% | +10.4% |
| 6M | +8.3% | +9.5% | -1.2% | +6.1% |
| YTD | +11.4% | -1.6% | +13.0% | +11.4% |
| 1Y | +7.7% | +8.5% | -0.7% | +5.4% |
| 3Y | +14.8% | +38.3% | -23.5% | +5.5% |
| 5Y | -18.0% | +59.0% | -77.0% | -27.7% |
| All | +140.1% | +66.9% | +73.2% | +83.5% |
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