+54.4%
AIG vs SAN
+379.7%
-325.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | -2.4% | -2.8% | +0.4% | -1.4% |
| 30D | -2.9% | -0.5% | -2.4% | -2.8% |
| 3M | +0.8% | +22.7% | -21.9% | -6.9% |
| 6M | -2.7% | +28.8% | -31.4% | -12.3% |
| YTD | -11.2% | +26.3% | -37.5% | -20.1% |
| 1Y | -1.5% | +48.8% | -50.4% | -17.5% |
| 3Y | +34.4% | +347.2% | -312.8% | -33.7% |
| 5Y | +54.4% | +383.8% | -329.3% | -30.5% |
| All | +54.4% | +379.7% | -325.3% | -30.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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