+915.1%
MSFT vs AIG
+67.5%
+847.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | -1.3% | +6.6% | -7.8% | -3.0% |
| 30D | -1.8% | +7.0% | -8.9% | -3.8% |
| 3M | +5.6% | +9.7% | -4.1% | +2.8% |
| 6M | +29.8% | +10.8% | +19.0% | +25.6% |
| YTD | +9.0% | -1.3% | +10.3% | +8.5% |
| 1Y | +4.9% | +8.4% | -3.4% | +1.5% |
| 3Y | +46.2% | +39.0% | +7.2% | +29.9% |
| 5Y | +62.1% | +59.6% | +2.5% | +36.1% |
| All | +915.1% | +67.5% | +847.6% | +678.8% |
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