+26.2%
MAR vs AIG
-4.5%
+30.7%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +1.0% | +0.3% |
| 7D | -4.2% | -0.9% | -3.2% | -4.0% |
| 30D | -6.7% | -4.9% | -1.8% | -5.9% |
| 3M | -12.5% | +4.5% | -16.9% | -13.2% |
| 6M | +0.6% | -1.4% | +2.0% | +0.8% |
| YTD | +9.1% | -9.8% | +18.9% | +10.4% |
| 1Y | +26.2% | -4.5% | +30.7% | +25.7% |
| All | +26.2% | -4.5% | +30.7% | +25.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling