+64.2%
AIG vs SMTC
+548.2%
-484.1%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.1% | -4.7% | -0.3% |
| 7D | -1.2% | +13.1% | -14.2% | -3.0% |
| 30D | -1.1% | +19.5% | -20.5% | -4.3% |
| 3M | +0.7% | +2.2% | -1.6% | -1.6% |
| 6M | -2.2% | +94.9% | -97.0% | -15.6% |
| YTD | -10.8% | +127.0% | -137.8% | -25.6% |
| 1Y | -2.0% | +174.6% | -176.6% | -22.0% |
| 3Y | +34.8% | +615.9% | -581.1% | -26.7% |
| 5Y | +55.0% | +125.6% | -70.6% | +14.7% |
| All | +64.2% | +548.2% | -484.1% | -10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 SMTC 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