-24.8%
AIG vs SAN
+2,106.1%
-2,130.8%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.8% |
| 7D | -1.6% | +3.3% | -4.9% | -3.1% |
| 30D | -5.2% | +1.1% | -6.3% | -5.7% |
| 3M | +1.5% | +22.2% | -20.8% | -8.4% |
| 6M | -3.9% | +36.0% | -40.0% | -18.3% |
| YTD | -11.6% | +28.2% | -39.9% | -23.6% |
| 1Y | -2.9% | +54.1% | -57.1% | -23.5% |
| 3Y | +33.7% | +354.2% | -320.5% | -40.0% |
| 5Y | +52.7% | +387.3% | -334.6% | -36.0% |
| 10Y | +62.6% | +334.8% | -272.2% | -31.1% |
| All | -24.8% | +2,106.1% | -2,130.8% | -77.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling