+64.2%
AIG vs SM
+23.0%
+41.2%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.4% |
| 7D | -1.2% | +4.6% | -5.7% | -1.9% |
| 30D | -1.1% | +18.2% | -19.3% | -4.0% |
| 3M | +0.7% | +22.5% | -21.8% | -3.5% |
| 6M | -2.2% | +50.6% | -52.7% | -10.4% |
| YTD | -10.8% | +108.1% | -119.0% | -23.1% |
| 1Y | -2.0% | +46.0% | -48.0% | -10.6% |
| 3Y | +34.8% | +2.9% | +32.0% | +26.5% |
| 5Y | +55.0% | +112.6% | -57.6% | +21.8% |
| All | +64.2% | +23.0% | +41.2% | -15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 10y: compounded portfolio wealth divided by compounded SM 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…
10y analysis · Full analysis span regression · 6 months rolling