+114.4%
MTUM vs AIG
+33.9%
+80.6%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.2% |
| 7D | +0.7% | -1.2% | +1.9% | +0.9% |
| 30D | -2.4% | -1.1% | -1.4% | -2.3% |
| 3M | -3.6% | +0.7% | -4.3% | -4.2% |
| 6M | +23.7% | -2.2% | +25.8% | +23.7% |
| YTD | +22.9% | -10.8% | +33.7% | +26.4% |
| 1Y | +21.8% | -2.0% | +23.8% | +20.4% |
| 3Y | +114.4% | +34.8% | +79.6% | +85.8% |
| All | +114.4% | +33.9% | +80.6% | +85.8% |
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 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