+53.1%
AIG vs SITM
+187.3%
-134.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.5% | -5.1% | +0.1% |
| 7D | -1.2% | +3.9% | -5.0% | -1.4% |
| 30D | -1.1% | -6.6% | +5.5% | -0.8% |
| 3M | +0.7% | -11.9% | +12.5% | +0.8% |
| 6M | -2.2% | +81.1% | -83.3% | -8.3% |
| YTD | -10.8% | +80.0% | -90.8% | -16.8% |
| 1Y | -2.0% | +145.8% | -147.9% | -11.7% |
| 3Y | +34.8% | +475.9% | -441.0% | +5.7% |
| All | +53.1% | +187.3% | -134.2% | +19.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling