+47.9%
MMM vs AIG
+57.4%
-9.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.4% | -3.0% | -1.0% |
| 7D | +7.0% | +2.2% | +4.7% | +6.0% |
| 30D | +18.4% | +6.9% | +11.5% | +15.3% |
| 3M | +4.5% | +6.8% | -2.3% | +1.6% |
| 6M | +33.4% | +9.2% | +24.2% | +28.2% |
| YTD | +20.0% | -1.9% | +21.9% | +20.0% |
| 1Y | +15.0% | +9.7% | +5.4% | +9.4% |
| 3Y | +165.0% | +37.9% | +127.1% | +129.0% |
| 5Y | +47.9% | +56.8% | -8.9% | +19.2% |
| All | +47.9% | +57.4% | -9.5% | +19.2% |
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 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