+53.1%
AIG vs SFM
+213.6%
-160.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.3% |
| 7D | -1.2% | -10.6% | +9.5% | -0.1% |
| 30D | -1.1% | -15.5% | +14.4% | +0.5% |
| 3M | +0.7% | -17.4% | +18.1% | +2.4% |
| 6M | -2.2% | -3.4% | +1.3% | -2.4% |
| YTD | -10.8% | -8.7% | -2.2% | -10.7% |
| 1Y | -2.0% | -47.2% | +45.1% | +3.9% |
| 3Y | +34.8% | +82.7% | -47.9% | +22.9% |
| All | +53.1% | +213.6% | -160.5% | +27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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