-54.3%
AIG vs SIRI
-16.9%
-37.4%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | +0.3% |
| 7D | -1.2% | +0.6% | -1.7% | -1.2% |
| 30D | -1.1% | +2.5% | -3.6% | -1.3% |
| 3M | +0.7% | +6.6% | -5.9% | +0.1% |
| 6M | -2.2% | +32.9% | -35.0% | -4.5% |
| YTD | -10.8% | +50.5% | -61.3% | -13.9% |
| 1Y | -2.0% | +28.0% | -30.0% | -4.3% |
| 3Y | +34.8% | -22.4% | +57.2% | +34.6% |
| 5Y | +55.0% | -41.3% | +96.3% | +56.4% |
| 10Y | +65.1% | -10.4% | +75.5% | +62.5% |
| All | -54.3% | -16.9% | -37.4% | -60.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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