+53.1%
AIG vs SONY
+9.6%
+43.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | 0.0% |
| 7D | -1.2% | -2.7% | +1.5% | -0.5% |
| 30D | -1.1% | +1.5% | -2.6% | -1.5% |
| 3M | +0.7% | +13.0% | -12.3% | -2.6% |
| 6M | -2.2% | +11.2% | -13.4% | -5.3% |
| YTD | -10.8% | -6.6% | -4.2% | -9.7% |
| 1Y | -2.0% | -18.1% | +16.1% | +2.5% |
| 3Y | +34.8% | +42.1% | -7.2% | +16.4% |
| All | +53.1% | +9.6% | +43.5% | +38.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SONY.
Daily Out/Under-Performance
Portfolio return minus SONY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SONY 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 SONY 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