-24.4%
AIG vs SMTC
+69,847.7%
-69,872.1%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.4% |
| 7D | -1.4% | +22.5% | -23.9% | -3.7% |
| 30D | -3.3% | +24.9% | -28.2% | -6.1% |
| 3M | +2.2% | +4.1% | -1.9% | +0.2% |
| 6M | -2.1% | +92.6% | -94.7% | -11.1% |
| YTD | -11.2% | +122.5% | -133.7% | -20.9% |
| 1Y | -2.1% | +166.2% | -168.3% | -15.2% |
| 3Y | +34.4% | +577.2% | -542.8% | -2.3% |
| 5Y | +53.7% | +119.0% | -65.3% | +24.7% |
| 10Y | +64.4% | +527.9% | -463.5% | +17.4% |
| All | -24.4% | +69,847.7% | -69,872.1% | -55.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling