+107.3%
META vs AIG
+38.1%
+69.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.2% |
| 7D | +6.7% | -0.9% | +7.6% | +6.9% |
| 30D | +4.8% | -4.9% | +9.6% | +5.9% |
| 3M | -1.6% | +4.5% | -6.1% | -2.8% |
| 6M | -7.5% | -1.4% | -6.0% | -7.4% |
| YTD | -6.4% | -9.8% | +3.4% | -4.3% |
| 1Y | -17.3% | -4.5% | -12.8% | -17.0% |
| All | +107.3% | +38.1% | +69.2% | +81.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling