+661.2%
MU vs AIG
-2.4%
+663.5%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.5% | +2.3% | +3.1% |
| 7D | +7.5% | -1.4% | +8.9% | +6.5% |
| 30D | +19.4% | -3.3% | +22.7% | +17.0% |
| 3M | +9.8% | +2.2% | +7.7% | +12.0% |
| 6M | +164.1% | -2.1% | +166.3% | +166.7% |
| YTD | +260.3% | -11.2% | +271.5% | +249.1% |
| 1Y | +661.2% | -2.1% | +663.3% | +630.1% |
| All | +661.2% | -2.4% | +663.5% | +630.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling