+181.3%
MCD vs AIG
+63.9%
+117.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -1.0% |
| 7D | -2.9% | -1.4% | -1.4% | -2.5% |
| 30D | -6.7% | -3.3% | -3.4% | -5.9% |
| 3M | -9.6% | +2.2% | -11.7% | -10.2% |
| 6M | -22.3% | -2.1% | -20.2% | -22.0% |
| YTD | -15.4% | -11.2% | -4.2% | -13.0% |
| 1Y | -16.8% | -2.1% | -14.7% | -17.0% |
| 3Y | -2.4% | +34.4% | -36.8% | -12.3% |
| 5Y | +19.4% | +53.7% | -34.4% | +0.7% |
| 10Y | +181.3% | +64.4% | +116.9% | +92.1% |
| All | +181.3% | +63.9% | +117.4% | +92.1% |
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 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