+1,319.3%
MU vs AIG
+53.5%
+1,265.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.0% | +0.4% | -0.9% |
| 7D | +7.2% | -1.6% | +8.7% | +7.7% |
| 30D | +14.0% | -5.2% | +19.2% | +16.0% |
| 3M | +5.4% | +1.5% | +3.9% | +3.8% |
| 6M | +170.3% | -3.9% | +174.2% | +170.3% |
| YTD | +250.7% | -11.6% | +262.3% | +262.0% |
| 1Y | +662.1% | -2.9% | +665.0% | +641.2% |
| 3Y | +1,341.2% | +33.7% | +1,307.5% | +1,061.8% |
| 5Y | +1,319.3% | +52.7% | +1,266.7% | +945.3% |
| All | +1,319.3% | +53.5% | +1,265.8% | +945.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling