+34.3%
AIG vs SN
+368.4%
-334.1%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.3% | +3.8% | +0.8% |
| 7D | -1.4% | -3.4% | +2.0% | -1.1% |
| 30D | -3.3% | -9.1% | +5.7% | -2.5% |
| 3M | +2.2% | +31.8% | -29.6% | -0.9% |
| 6M | -2.1% | +52.0% | -54.1% | -6.8% |
| YTD | -11.2% | +51.3% | -62.5% | -15.6% |
| 1Y | -2.1% | +46.9% | -49.0% | -6.6% |
| All | +34.3% | +368.4% | -334.1% | +9.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling