+1,209.8%
MET vs AIG
-91.4%
+1,301.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.3% |
| 7D | +1.2% | -0.9% | +2.1% | +1.5% |
| 30D | +1.4% | -4.9% | +6.3% | +3.3% |
| 3M | +17.7% | +4.5% | +13.2% | +15.8% |
| 6M | +35.0% | -1.4% | +36.4% | +35.6% |
| YTD | +26.3% | -9.8% | +36.1% | +30.8% |
| 1Y | +22.8% | -4.5% | +27.3% | +24.5% |
| 3Y | +65.9% | +37.4% | +28.5% | +47.5% |
| 5Y | +85.4% | +55.0% | +30.4% | +57.9% |
| 10Y | +253.7% | +63.7% | +190.0% | +192.4% |
| All | +1,209.8% | -91.4% | +1,301.2% | +1,780.7% |
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 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