+54.4%
AIG vs SM
+108.0%
-53.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.1% |
| 7D | -2.4% | +2.1% | -4.5% | -2.7% |
| 30D | -2.9% | +18.1% | -21.1% | -5.5% |
| 3M | +0.8% | +17.0% | -16.2% | -2.2% |
| 6M | -2.7% | +55.4% | -58.1% | -10.8% |
| YTD | -11.2% | +108.6% | -119.7% | -23.0% |
| 1Y | -1.5% | +45.7% | -47.2% | -9.5% |
| 3Y | +34.4% | -0.3% | +34.7% | +27.4% |
| 5Y | +54.4% | +113.0% | -58.6% | +20.9% |
| All | +54.4% | +108.0% | -53.6% | +20.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling