+15,762.5%
MA vs AIG
-88.6%
+15,851.1%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.4% | -2.9% | -0.2% |
| 7D | +1.8% | +2.2% | -0.4% | +1.4% |
| 30D | +11.8% | +6.9% | +5.0% | +10.4% |
| 3M | +17.2% | +6.8% | +10.4% | +15.7% |
| 6M | +33.4% | +9.2% | +24.2% | +31.1% |
| YTD | +16.1% | -1.9% | +18.1% | +16.2% |
| 1Y | +19.9% | +9.7% | +10.3% | +17.4% |
| 3Y | +70.1% | +37.9% | +32.2% | +59.3% |
| 5Y | +89.6% | +56.8% | +32.8% | +72.6% |
| 10Y | +568.4% | +67.6% | +500.8% | +478.3% |
| All | +15,762.5% | -88.6% | +15,851.1% | +22,936.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling