-46.9%
AIG vs SM
+1,670.2%
-1,717.1%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.6% | -5.6% | -2.7% |
| 7D | -1.6% | -0.2% | -1.4% | -1.6% |
| 30D | -5.2% | +31.5% | -36.7% | -10.3% |
| 3M | +1.5% | +17.3% | -15.9% | -2.5% |
| 6M | -3.9% | +48.5% | -52.5% | -12.7% |
| YTD | -11.6% | +106.3% | -117.9% | -24.9% |
| 1Y | -2.9% | +47.3% | -50.2% | -12.5% |
| 3Y | +33.7% | -1.4% | +35.2% | +25.4% |
| 5Y | +52.7% | +114.0% | -61.4% | +16.3% |
| 10Y | +62.6% | +12.5% | +50.1% | -7.9% |
| All | -46.9% | +1,670.2% | -1,717.1% | -80.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling