+32.4%
AIG vs SN
+496.6%
-464.3%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.0% | -3.0% | -2.1% |
| 7D | -1.6% | +0.1% | -1.7% | -1.6% |
| 30D | -5.2% | -5.6% | +0.4% | -4.8% |
| 3M | +1.5% | +48.1% | -46.6% | -2.2% |
| 6M | -3.9% | +57.6% | -61.6% | -8.2% |
| YTD | -11.6% | +56.5% | -68.1% | -15.6% |
| 1Y | -2.9% | +52.6% | -55.5% | -7.1% |
| 3Y | +33.7% | +412.0% | -378.2% | +17.1% |
| All | +32.4% | +496.6% | -464.3% | +16.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling