+26.1%
MMM vs AIG
+53.4%
-27.3%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.5% | -2.3% | -2.1% |
| 7D | -2.6% | -1.4% | -1.1% | -2.0% |
| 30D | -9.3% | -3.3% | -6.0% | -8.1% |
| 3M | +5.6% | +2.2% | +3.4% | +4.3% |
| 6M | +9.5% | -2.1% | +11.6% | +10.0% |
| YTD | +4.1% | -11.2% | +15.3% | +8.5% |
| 1Y | +9.4% | -2.1% | +11.5% | +8.7% |
| 3Y | +101.0% | +34.4% | +66.6% | +75.8% |
| 5Y | +26.1% | +53.7% | -27.6% | +2.0% |
| All | +26.1% | +53.4% | -27.3% | +2.0% |
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