+593.1%
MA vs AIG
+67.5%
+525.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +1.0% | +1.2% |
| 7D | +1.3% | +6.6% | -5.3% | -1.5% |
| 30D | +9.6% | +7.0% | +2.6% | +6.5% |
| 3M | +16.8% | +9.7% | +7.1% | +12.1% |
| 6M | +35.2% | +10.8% | +24.4% | +29.0% |
| YTD | +16.6% | -1.3% | +17.8% | +16.2% |
| 1Y | +19.8% | +8.4% | +11.4% | +14.5% |
| 3Y | +70.7% | +39.0% | +31.7% | +44.9% |
| 5Y | +87.4% | +59.6% | +27.8% | +46.7% |
| All | +593.1% | +67.5% | +525.6% | +330.7% |
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