+595.4%
MTUM vs AIG
+158.8%
+436.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | +1.2% | -2.4% | +3.6% | +2.0% |
| 30D | -1.7% | -2.9% | +1.3% | -0.8% |
| 3M | -0.5% | +0.8% | -1.3% | -1.2% |
| 6M | +22.3% | -2.7% | +25.0% | +22.5% |
| YTD | +21.4% | -11.2% | +32.5% | +24.7% |
| 1Y | +20.0% | -1.5% | +21.5% | +18.7% |
| 3Y | +113.0% | +34.4% | +78.6% | +89.1% |
| 5Y | +77.3% | +54.4% | +22.9% | +48.4% |
| 10Y | +350.5% | +64.4% | +286.1% | +240.7% |
| All | +595.4% | +158.8% | +436.6% | +352.5% |
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