+86.4%
META vs AIG
+59.1%
+27.3%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.4% | +2.5% | +2.8% |
| 7D | +5.2% | +6.6% | -1.4% | +2.6% |
| 30D | -13.0% | +7.0% | -20.0% | -15.4% |
| 3M | +7.9% | +9.7% | -1.8% | +3.9% |
| 6M | +4.2% | +10.8% | -6.6% | -0.5% |
| YTD | -2.5% | -1.3% | -1.3% | -2.9% |
| 1Y | +5.6% | +8.4% | -2.8% | +0.8% |
| 3Y | +96.8% | +39.0% | +57.8% | +62.1% |
| All | +86.4% | +59.1% | +27.3% | +37.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling