-90.4%
AIG vs SNY
+241.9%
-332.3%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.3% |
| 7D | -1.2% | -3.3% | +2.2% | +0.8% |
| 30D | -1.1% | -2.2% | +1.1% | +0.1% |
| 3M | +0.7% | -3.0% | +3.7% | +2.0% |
| 6M | -2.2% | +2.7% | -4.9% | -4.6% |
| YTD | -10.8% | -6.8% | -4.0% | -8.3% |
| 1Y | -2.0% | -5.3% | +3.2% | -0.9% |
| 3Y | +34.8% | -9.8% | +44.6% | +31.9% |
| 5Y | +55.0% | +9.7% | +45.4% | +28.4% |
| 10Y | +65.1% | +64.5% | +0.6% | -1.0% |
| All | -90.4% | +241.9% | -332.3% | -96.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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