+48.9%
MSFT vs AIG
+33.4%
+15.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -0.9% | -0.5% |
| 7D | -1.0% | -1.4% | +0.4% | -0.8% |
| 30D | -2.7% | -3.3% | +0.7% | -2.1% |
| 3M | +22.1% | +2.2% | +19.9% | +21.4% |
| 6M | +20.6% | -2.1% | +22.7% | +20.6% |
| YTD | +2.3% | -11.2% | +13.5% | +4.4% |
| 1Y | -0.5% | -2.1% | +1.6% | -1.1% |
| All | +48.9% | +33.4% | +15.5% | +31.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling