+64.2%
AIG vs SBAC
+87.1%
-23.0%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.2% | -1.8% | -0.1% |
| 7D | -1.2% | -2.1% | +0.9% | -0.7% |
| 30D | -1.1% | +2.0% | -3.1% | -1.6% |
| 3M | +0.7% | -8.3% | +9.0% | +2.5% |
| 6M | -2.2% | +0.3% | -2.5% | -3.3% |
| YTD | -10.8% | -2.2% | -8.6% | -11.4% |
| 1Y | -2.0% | -4.6% | +2.6% | -2.2% |
| 3Y | +34.8% | -8.3% | +43.1% | +33.2% |
| 5Y | +55.0% | -42.8% | +97.9% | +73.6% |
| All | +64.2% | +87.1% | -23.0% | +50.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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