+878.4%
MSFT vs AIG
+66.2%
+812.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.5% |
| 7D | -0.8% | -1.2% | +0.3% | -0.5% |
| 30D | +0.8% | -1.1% | +1.9% | +1.1% |
| 3M | +27.2% | +0.7% | +26.5% | +26.7% |
| 6M | +22.9% | -2.2% | +25.1% | +23.2% |
| YTD | +3.1% | -10.8% | +14.0% | +5.8% |
| 1Y | -0.3% | -2.0% | +1.8% | -0.8% |
| 3Y | +50.1% | +34.8% | +15.3% | +34.5% |
| 5Y | +74.6% | +55.0% | +19.6% | +47.9% |
| All | +878.4% | +66.2% | +812.2% | +640.6% |
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