+34.8%
AIG vs SITM
+452.7%
-417.8%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.5% | -5.1% | +0.3% |
| 7D | -1.2% | +3.9% | -5.0% | -1.2% |
| 30D | -1.1% | -6.6% | +5.5% | -1.0% |
| 3M | +0.7% | -11.9% | +12.5% | +0.8% |
| 6M | -2.2% | +81.1% | -83.3% | -5.4% |
| YTD | -10.8% | +80.0% | -90.8% | -13.9% |
| 1Y | -2.0% | +145.8% | -147.9% | -7.2% |
| 3Y | +34.8% | +475.9% | -441.0% | +17.8% |
| All | +34.8% | +452.7% | -417.8% | +17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 3y: compounded portfolio wealth divided by compounded SITM 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…
3y analysis · Full analysis span regression · 6 months rolling