+513.2%
MA vs AIG
+63.9%
+449.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.8% |
| 7D | -3.5% | -1.4% | -2.1% | -2.9% |
| 30D | +0.8% | -3.3% | +4.1% | +2.2% |
| 3M | +14.8% | +2.2% | +12.6% | +13.6% |
| 6M | +10.0% | -2.1% | +12.1% | +10.5% |
| YTD | -0.1% | -11.2% | +11.1% | +4.3% |
| 1Y | -2.2% | -2.1% | -0.1% | -2.5% |
| 3Y | +39.3% | +34.4% | +4.9% | +20.0% |
| 5Y | +66.3% | +53.7% | +12.6% | +32.3% |
| 10Y | +513.2% | +64.4% | +448.8% | +287.3% |
| All | +513.2% | +63.9% | +449.4% | +287.3% |
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