+3,172.5%
MMM vs AIG
-14.7%
+3,187.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.4% | -3.0% | -0.2% |
| 7D | +7.0% | +2.2% | +4.7% | +6.6% |
| 30D | +18.4% | +6.9% | +11.5% | +17.1% |
| 3M | +4.5% | +6.8% | -2.3% | +3.3% |
| 6M | +33.4% | +9.2% | +24.2% | +31.4% |
| YTD | +20.0% | -1.9% | +21.9% | +20.0% |
| 1Y | +15.0% | +9.7% | +5.4% | +12.9% |
| 3Y | +165.0% | +37.9% | +127.1% | +150.7% |
| 5Y | +47.9% | +56.8% | -8.9% | +36.4% |
| 10Y | +79.6% | +67.6% | +12.0% | +58.0% |
| All | +3,172.5% | -14.7% | +3,187.2% | +1,859.3% |
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