+800.7%
MSCI vs AIG
+72.2%
+728.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.4% | -1.8% | +0.5% |
| 7D | +2.7% | +2.2% | +0.4% | +1.9% |
| 30D | +16.2% | +6.9% | +9.4% | +13.7% |
| 3M | +17.1% | +6.8% | +10.3% | +14.5% |
| 6M | +13.0% | +9.2% | +3.8% | +9.5% |
| YTD | +15.8% | -1.9% | +17.7% | +15.7% |
| 1Y | +15.5% | +9.7% | +5.8% | +10.9% |
| 3Y | +32.3% | +37.9% | -5.6% | +16.2% |
| 5Y | +8.2% | +56.8% | -48.6% | -10.4% |
| 10Y | +800.7% | +67.6% | +733.1% | +555.0% |
| All | +800.7% | +72.2% | +728.5% | +555.0% |
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 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