+110.9%
MO vs AIG
+66.2%
+44.7%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.2% |
| 7D | +0.1% | -1.2% | +1.3% | +0.4% |
| 30D | +7.1% | -1.1% | +8.2% | +7.5% |
| 3M | -2.0% | +0.7% | -2.6% | -2.1% |
| 6M | +7.3% | -2.2% | +9.5% | +7.8% |
| YTD | +23.5% | -10.8% | +34.3% | +26.8% |
| 1Y | +11.0% | -2.0% | +13.0% | +10.9% |
| 3Y | +95.0% | +34.8% | +60.2% | +77.0% |
| 5Y | +100.6% | +55.0% | +45.6% | +72.0% |
| All | +110.9% | +66.2% | +44.7% | +55.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling