+72.3%
MSFT vs AIG
+53.4%
+18.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -0.9% | -0.6% |
| 7D | -1.0% | -1.4% | +0.4% | -0.7% |
| 30D | -2.7% | -3.3% | +0.7% | -1.8% |
| 3M | +22.1% | +2.2% | +19.9% | +21.1% |
| 6M | +20.6% | -2.1% | +22.7% | +20.8% |
| YTD | +2.3% | -11.2% | +13.5% | +5.1% |
| 1Y | -0.5% | -2.1% | +1.6% | -1.2% |
| 3Y | +50.5% | +34.4% | +16.2% | +32.9% |
| 5Y | +72.3% | +53.7% | +18.6% | +42.7% |
| All | +72.3% | +53.4% | +18.9% | +42.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling