+1,341.2%
MU vs AIG
+34.0%
+1,307.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.0% | +0.4% | -1.5% |
| 7D | +7.2% | -1.6% | +8.7% | +7.3% |
| 30D | +14.0% | -5.2% | +19.2% | +14.4% |
| 3M | +5.4% | +1.5% | +3.9% | +4.6% |
| 6M | +170.3% | -3.9% | +174.2% | +170.8% |
| YTD | +250.7% | -11.6% | +262.3% | +259.7% |
| 1Y | +662.1% | -2.9% | +665.0% | +643.3% |
| 3Y | +1,341.2% | +33.7% | +1,307.5% | +1,185.5% |
| All | +1,341.2% | +34.0% | +1,307.2% | +1,185.5% |
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 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