+112.0%
AIG vs SFM
+117.5%
-5.4%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -6.5% | +4.5% | -1.2% |
| 7D | -1.6% | -5.8% | +4.2% | -0.9% |
| 30D | -5.2% | -11.4% | +6.2% | -3.9% |
| 3M | +1.5% | -12.2% | +13.6% | +2.8% |
| 6M | -3.9% | -5.2% | +1.2% | -4.0% |
| YTD | -11.6% | -4.5% | -7.1% | -11.9% |
| 1Y | -2.9% | -45.4% | +42.5% | +3.2% |
| 3Y | +33.7% | +91.1% | -57.3% | +19.2% |
| 5Y | +52.7% | +226.8% | -174.1% | +24.2% |
| 10Y | +62.6% | +291.9% | -229.3% | +24.4% |
| All | +112.0% | +117.5% | -5.4% | +77.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling