+68.8%
AIG vs SITM
+4,437.5%
-4,368.6%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +0.6% |
| 7D | -1.4% | +3.7% | -5.1% | -1.8% |
| 30D | -3.3% | -14.5% | +11.2% | -2.1% |
| 3M | +2.2% | -10.6% | +12.7% | +1.9% |
| 6M | -2.1% | +65.5% | -67.7% | -9.7% |
| YTD | -11.2% | +67.0% | -78.2% | -18.8% |
| 1Y | -2.1% | +138.6% | -140.7% | -15.0% |
| 3Y | +34.4% | +421.8% | -387.5% | -1.2% |
| 5Y | +53.7% | +172.4% | -118.7% | +13.2% |
| All | +68.8% | +4,437.5% | -4,368.6% | -30.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling