-87.9%
AIG vs SIMO
+2,312.3%
-2,400.2%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +1.9% | +0.1% |
| 7D | +2.0% | +14.9% | -12.8% | -1.0% |
| 30D | +6.3% | -27.0% | +33.3% | +11.7% |
| 3M | +9.2% | -25.4% | +34.5% | +12.4% |
| 6M | +9.5% | -30.3% | +39.8% | +10.3% |
| YTD | -1.6% | +95.8% | -97.4% | -25.3% |
| 1Y | +8.5% | +100.0% | -91.6% | -18.3% |
| 3Y | +38.3% | +238.3% | -199.9% | -12.3% |
| 5Y | +59.0% | +187.6% | -128.5% | -0.8% |
| 10Y | +67.8% | +422.5% | -354.7% | -16.7% |
| All | -87.9% | +2,312.3% | -2,400.2% | -97.6% |
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