+306.0%
AIG vs SCHG
+1,132.2%
-826.2%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | -0.3% |
| 7D | -1.2% | -1.0% | -0.1% | -0.3% |
| 30D | -1.1% | -1.3% | +0.2% | 0.0% |
| 3M | +0.7% | +5.4% | -4.8% | -4.4% |
| 6M | -2.2% | +14.4% | -16.6% | -14.1% |
| YTD | -10.8% | +8.0% | -18.9% | -18.0% |
| 1Y | -2.0% | +12.7% | -14.8% | -13.9% |
| 3Y | +34.8% | +85.6% | -50.8% | -29.6% |
| 5Y | +55.0% | +85.5% | -30.5% | -22.9% |
| 10Y | +65.1% | +456.0% | -391.0% | -79.4% |
| All | +306.0% | +1,132.2% | -826.2% | -82.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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