+2,498.9%
MAR vs AIG
-85.7%
+2,584.6%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +1.0% | +0.3% |
| 7D | -4.2% | -0.9% | -3.2% | -3.9% |
| 30D | -6.7% | -4.9% | -1.8% | -5.6% |
| 3M | -12.5% | +4.5% | -16.9% | -13.5% |
| 6M | +0.6% | -1.4% | +2.0% | +0.7% |
| YTD | +9.1% | -9.8% | +18.9% | +11.3% |
| 1Y | +26.2% | -4.5% | +30.7% | +26.8% |
| 3Y | +68.2% | +37.4% | +30.7% | +54.5% |
| 5Y | +163.9% | +55.0% | +108.9% | +135.5% |
| 10Y | +420.6% | +63.7% | +356.9% | +346.9% |
| All | +2,498.9% | -85.7% | +2,584.6% | +2,768.1% |
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