+412.4%
META vs AIG
+65.5%
+346.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +0.5% | +6.1% | +6.4% |
| 7D | +10.3% | -1.4% | +11.7% | +10.7% |
| 30D | +9.9% | -3.3% | +13.2% | +11.0% |
| 3M | +11.9% | +2.2% | +9.7% | +11.0% |
| 6M | +1.2% | -2.1% | +3.3% | +1.4% |
| YTD | -0.8% | -11.2% | +10.4% | +2.2% |
| 1Y | -14.3% | -2.1% | -12.2% | -14.8% |
| 3Y | +121.4% | +34.4% | +87.0% | +97.8% |
| 5Y | +74.5% | +53.7% | +20.7% | +48.6% |
| All | +412.4% | +65.5% | +346.9% | +286.3% |
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