-8.6%
MCD vs AIG
+11.2%
-19.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | -1.6% | +2.0% | -3.6% | -2.2% |
| 30D | +16.0% | +6.3% | +9.7% | +14.3% |
| 3M | 0.0% | +9.2% | -9.2% | -2.1% |
| 6M | +0.9% | +9.5% | -8.6% | -1.1% |
| YTD | -8.7% | -1.6% | -7.1% | -9.8% |
| 1Y | -8.6% | +8.5% | -17.0% | -10.4% |
| All | -8.6% | +11.2% | -19.7% | -10.4% |
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