+3,087.2%
MMM vs AIG
-14.1%
+3,101.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.3% | -1.0% |
| 7D | -0.4% | +6.6% | -7.0% | -1.4% |
| 30D | +12.1% | +7.0% | +5.1% | +10.9% |
| 3M | +1.4% | +9.7% | -8.3% | -0.1% |
| 6M | +26.6% | +10.8% | +15.8% | +24.3% |
| YTD | +16.8% | -1.3% | +18.1% | +16.8% |
| 1Y | +10.1% | +8.4% | +1.7% | +8.3% |
| 3Y | +158.4% | +39.0% | +119.4% | +144.1% |
| 5Y | +43.1% | +59.6% | -16.5% | +31.5% |
| 10Y | +74.2% | +68.4% | +5.7% | +53.1% |
| All | +3,087.2% | -14.1% | +3,101.3% | +1,806.2% |
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