-87.9%
AIG vs SIMO
+2,177.2%
-2,265.1%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.6% | +6.0% | +1.5% |
| 7D | +6.6% | +4.1% | +2.5% | +5.5% |
| 30D | +7.0% | -24.0% | +31.0% | +11.5% |
| 3M | +9.7% | -31.8% | +41.5% | +15.0% |
| 6M | +10.8% | -36.9% | +47.7% | +13.9% |
| YTD | -1.3% | +84.8% | -86.1% | -24.2% |
| 1Y | +8.4% | +99.0% | -90.6% | -18.5% |
| 3Y | +39.0% | +217.9% | -178.9% | -10.8% |
| 5Y | +59.6% | +171.5% | -111.9% | +0.7% |
| 10Y | +68.4% | +393.3% | -324.8% | -15.4% |
| All | -87.9% | +2,177.2% | -2,265.1% | -97.5% |
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