+31.1%
OMC vs AIG
+66.2%
-35.1%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.7% |
| 7D | -4.4% | -1.2% | -3.2% | -3.9% |
| 30D | -7.6% | -1.1% | -6.5% | -7.2% |
| 3M | +4.5% | +0.7% | +3.8% | +4.2% |
| 6M | -0.3% | -2.2% | +1.9% | +0.5% |
| YTD | -0.1% | -10.8% | +10.7% | +4.3% |
| 1Y | +4.6% | -2.0% | +6.7% | +4.5% |
| 3Y | +10.5% | +34.8% | -24.4% | -5.5% |
| 5Y | +31.7% | +55.0% | -23.3% | +3.7% |
| All | +31.1% | +66.2% | -35.1% | -16.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling