+40.4%
MXL vs AIG
+53.2%
-12.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.4% | +7.1% | +7.4% |
| 7D | +18.9% | -1.2% | +20.0% | +19.4% |
| 30D | +0.3% | -1.1% | +1.4% | +0.6% |
| 3M | -8.0% | +0.7% | -8.7% | -10.0% |
| 6M | +341.2% | -2.2% | +343.4% | +335.8% |
| YTD | +327.8% | -10.8% | +338.7% | +340.7% |
| 1Y | +364.9% | -2.0% | +366.9% | +347.5% |
| 3Y | +229.2% | +34.8% | +194.4% | +152.6% |
| All | +40.4% | +53.2% | -12.7% | +1.2% |
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