+243.8%
MET vs AIG
+66.2%
+177.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.1% |
| 7D | -0.5% | -1.2% | +0.7% | +0.3% |
| 30D | +0.5% | -1.1% | +1.6% | +1.3% |
| 3M | +11.6% | +0.7% | +10.9% | +11.0% |
| 6M | +40.8% | -2.2% | +43.0% | +42.4% |
| YTD | +25.7% | -10.8% | +36.5% | +34.8% |
| 1Y | +24.4% | -2.0% | +26.4% | +24.4% |
| 3Y | +67.5% | +34.8% | +32.6% | +33.1% |
| 5Y | +85.8% | +55.0% | +30.8% | +31.4% |
| All | +243.8% | +66.2% | +177.6% | +106.8% |
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