+433.8%
MAR vs AIG
+66.2%
+367.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.5% |
| 7D | -0.5% | -1.2% | +0.6% | +0.1% |
| 30D | -5.4% | -1.1% | -4.4% | -4.9% |
| 3M | -15.5% | +0.7% | -16.2% | -16.1% |
| 6M | +3.0% | -2.2% | +5.1% | +3.6% |
| YTD | +8.5% | -10.8% | +19.4% | +14.0% |
| 1Y | +26.0% | -2.0% | +28.0% | +24.9% |
| 3Y | +68.6% | +34.8% | +33.8% | +37.4% |
| 5Y | +157.4% | +55.0% | +102.3% | +89.7% |
| All | +433.8% | +66.2% | +367.7% | +205.8% |
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