-1.1%
META vs AIG
+3.9%
-5.0%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.9% | +4.8% | +0.9% |
| 7D | -0.8% | -5.1% | +4.3% | -0.7% |
| 30D | -15.4% | +2.8% | -18.2% | -15.7% |
| 3M | +3.5% | -2.1% | +5.6% | +3.1% |
| 6M | -0.3% | +1.4% | -1.7% | -0.3% |
| YTD | -7.3% | -7.4% | 0.0% | -9.3% |
| 1Y | -1.1% | +4.4% | -5.5% | -0.1% |
| All | -1.1% | +3.9% | -5.0% | -0.1% |
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