-2.0%
AIG vs SN
+38.1%
-40.1%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +0.4% |
| 7D | -1.2% | -7.3% | +6.1% | -0.9% |
| 30D | -1.1% | -13.6% | +12.5% | -0.5% |
| 3M | +0.7% | +18.6% | -17.9% | -0.1% |
| 6M | -2.2% | +46.0% | -48.1% | -4.3% |
| YTD | -10.8% | +43.7% | -54.5% | -12.3% |
| 1Y | -2.0% | +39.2% | -41.2% | -5.0% |
| All | -2.0% | +38.1% | -40.1% | -5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 1y: compounded portfolio wealth divided by compounded SN 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…
1y analysis · Full analysis span regression · 6 months rolling