+100.6%
AMT vs AIG
+65.5%
+35.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -2.7% | -2.4% | -0.3% | -2.2% |
| 30D | +2.0% | -2.9% | +5.0% | +2.7% |
| 3M | -9.3% | +0.8% | -10.1% | -9.5% |
| 6M | -5.2% | -2.7% | -2.6% | -4.8% |
| YTD | +0.5% | -11.2% | +11.7% | +2.6% |
| 1Y | -7.3% | -1.5% | -5.8% | -7.5% |
| 3Y | +6.2% | +34.4% | -28.1% | -1.6% |
| 5Y | -31.2% | +54.4% | -85.6% | -38.8% |
| All | +100.6% | +65.5% | +35.1% | +55.9% |
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