+30.5%
OMC vs AIG
+52.4%
-21.8%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.5% | -4.0% | -3.7% |
| 7D | -4.2% | -1.4% | -2.8% | -3.6% |
| 30D | -7.5% | -3.3% | -4.2% | -6.1% |
| 3M | +4.6% | +2.2% | +2.5% | +3.6% |
| 6M | -4.8% | -2.1% | -2.7% | -4.1% |
| YTD | -1.0% | -11.2% | +10.2% | +3.6% |
| 1Y | +3.8% | -2.1% | +6.0% | +3.7% |
| 3Y | +10.2% | +34.4% | -24.2% | -6.5% |
| All | +30.5% | +52.4% | -21.8% | -2.2% |
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