-88.9%
AIG vs SIMO
+3,332.4%
-3,421.3%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +8.7% | -9.5% | -2.7% |
| 7D | -0.9% | +4.2% | -5.2% | -1.9% |
| 30D | -4.9% | +4.1% | -9.0% | -6.5% |
| 3M | +4.5% | -12.9% | +17.3% | +3.9% |
| 6M | -1.4% | +110.3% | -111.8% | -22.6% |
| YTD | -9.8% | +178.6% | -188.4% | -34.7% |
| 1Y | -4.5% | +220.0% | -224.5% | -33.9% |
| 3Y | +37.4% | +409.0% | -371.6% | -18.1% |
| 5Y | +55.0% | +277.3% | -222.3% | -6.0% |
| 10Y | +63.7% | +506.6% | -442.9% | -18.8% |
| All | -88.9% | +3,332.4% | -3,421.3% | -97.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 SIMO 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