+1,527.5%
META vs AIG
+256.2%
+1,271.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.3% |
| 7D | +6.7% | -0.9% | +7.6% | +7.0% |
| 30D | +4.8% | -4.9% | +9.6% | +6.4% |
| 3M | -1.6% | +4.5% | -6.1% | -3.3% |
| 6M | -7.5% | -1.4% | -6.0% | -7.5% |
| YTD | -6.4% | -9.8% | +3.4% | -3.9% |
| 1Y | -17.3% | -4.5% | -12.8% | -17.2% |
| 3Y | +109.9% | +37.4% | +72.5% | +84.7% |
| 5Y | +65.4% | +55.0% | +10.4% | +38.7% |
| 10Y | +391.8% | +63.7% | +328.1% | +275.3% |
| All | +1,527.5% | +256.2% | +1,271.3% | +987.2% |
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