-90.2%
AIG vs SGI
+2,032.3%
-2,122.5%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.4% | +1.1% |
| 7D | -1.4% | +0.6% | -2.0% | -1.7% |
| 30D | -3.3% | +5.5% | -8.9% | -5.3% |
| 3M | +2.2% | -3.6% | +5.8% | +2.5% |
| 6M | -2.1% | -15.0% | +12.9% | +1.4% |
| YTD | -11.2% | -23.0% | +11.8% | -5.5% |
| 1Y | -2.1% | -18.4% | +16.3% | +1.4% |
| 3Y | +34.4% | +57.8% | -23.4% | +6.3% |
| 5Y | +53.7% | +51.5% | +2.3% | +16.8% |
| 10Y | +64.4% | +275.2% | -210.8% | -23.8% |
| All | -90.2% | +2,032.3% | -2,122.5% | -98.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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