+47.3%
AIG vs SN
+650.0%
-602.7%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.0% | +2.7% | -0.1% |
| 7D | +2.0% | +1.4% | +0.6% | +1.9% |
| 30D | +6.3% | +16.6% | -10.3% | +4.9% |
| 3M | +9.2% | +18.3% | -9.1% | +7.4% |
| 6M | +9.5% | +103.1% | -93.5% | +2.5% |
| YTD | -1.6% | +96.7% | -98.4% | -8.0% |
| 1Y | +8.5% | +134.3% | -125.9% | -0.2% |
| 3Y | +38.3% | +425.2% | -386.9% | +19.2% |
| All | +47.3% | +650.0% | -602.7% | +26.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling