+139,698.9%
MSFT vs AIG
-14.4%
+139,713.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.4% |
| 7D | -2.4% | +2.0% | -4.4% | -2.8% |
| 30D | -3.8% | +6.3% | -10.1% | -4.8% |
| 3M | +6.4% | +9.2% | -2.8% | +4.7% |
| 6M | +28.8% | +9.5% | +19.3% | +26.4% |
| YTD | +8.8% | -1.6% | +10.5% | +8.6% |
| 1Y | +3.2% | +8.5% | -5.3% | +1.1% |
| 3Y | +44.8% | +38.3% | +6.5% | +35.2% |
| 5Y | +61.8% | +59.0% | +2.8% | +46.5% |
| 10Y | +897.9% | +67.8% | +830.1% | +756.2% |
| All | +139,698.9% | -14.4% | +139,713.3% | +56,436.0% |
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