+2,417.1%
MSCI vs AIG
-89.4%
+2,506.5%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.6% | -0.1% |
| 7D | +0.4% | -0.9% | +1.3% | +0.6% |
| 30D | +0.6% | -4.9% | +5.4% | +1.5% |
| 3M | -7.1% | +4.5% | -11.5% | -7.8% |
| 6M | +0.8% | -1.4% | +2.3% | +0.9% |
| YTD | +1.0% | -9.8% | +10.8% | +2.5% |
| 1Y | +4.3% | -4.5% | +8.8% | +4.7% |
| 3Y | +9.9% | +37.4% | -27.5% | +3.1% |
| 5Y | -6.8% | +55.0% | -61.7% | -14.8% |
| 10Y | +614.7% | +63.7% | +551.0% | +518.4% |
| All | +2,417.1% | -89.4% | +2,506.5% | +2,726.1% |
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 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