+631.0%
MSCI vs AIG
+63.9%
+567.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.4% |
| 7D | -1.1% | -1.4% | +0.4% | -0.6% |
| 30D | -1.2% | -3.3% | +2.2% | 0.0% |
| 3M | -8.4% | +2.2% | -10.6% | -9.1% |
| 6M | -1.0% | -2.1% | +1.1% | -0.6% |
| YTD | -2.3% | -11.2% | +8.9% | +1.1% |
| 1Y | -1.2% | -2.1% | +0.9% | -1.5% |
| 3Y | +7.9% | +34.4% | -26.4% | -4.5% |
| 5Y | -10.1% | +53.7% | -63.8% | -24.9% |
| 10Y | +631.0% | +64.4% | +566.6% | +414.1% |
| All | +631.0% | +63.9% | +567.1% | +414.1% |
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