+87.9%
MDLZ vs AIG
+63.9%
+24.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.2% |
| 7D | 0.0% | -1.4% | +1.4% | +0.3% |
| 30D | +1.4% | -3.3% | +4.8% | +2.2% |
| 3M | 0.0% | +2.2% | -2.2% | -0.5% |
| 6M | +9.1% | -2.1% | +11.3% | +9.5% |
| YTD | +17.9% | -11.2% | +29.1% | +20.8% |
| 1Y | +3.2% | -2.1% | +5.3% | +3.1% |
| 3Y | -2.5% | +34.4% | -36.9% | -10.4% |
| 5Y | +17.6% | +53.7% | -36.1% | +2.9% |
| 10Y | +87.9% | +64.4% | +23.5% | +42.7% |
| All | +87.9% | +63.9% | +24.1% | +42.7% |
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 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