+76,578.9%
MU vs AIG
-17.5%
+76,596.3%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.4% | +3.8% | +5.6% |
| 7D | -12.0% | -3.4% | -8.7% | -11.3% |
| 30D | -28.7% | +3.4% | -32.1% | -29.5% |
| 3M | -16.4% | +1.7% | -18.2% | -17.2% |
| 6M | -1.8% | +5.7% | -7.5% | -4.4% |
| YTD | +157.1% | -5.1% | +162.2% | +156.1% |
| 1Y | +208.5% | +6.1% | +202.4% | +197.7% |
| 3Y | +906.2% | +35.5% | +870.7% | +804.2% |
| 5Y | +893.4% | +51.9% | +841.5% | +762.4% |
| 10Y | +4,271.9% | +68.2% | +4,203.7% | +3,453.8% |
| All | +76,578.9% | -17.5% | +76,596.3% | +26,415.7% |
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