+64.2%
AIG vs SPG
+64.5%
-0.3%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | -1.2% | -1.2% | 0.0% | -0.6% |
| 30D | -1.1% | -6.1% | +5.1% | +2.2% |
| 3M | +0.7% | -3.6% | +4.3% | +2.4% |
| 6M | -2.2% | +10.4% | -12.6% | -7.6% |
| YTD | -10.8% | +14.4% | -25.2% | -17.6% |
| 1Y | -2.0% | +16.5% | -18.6% | -10.4% |
| 3Y | +34.8% | +106.8% | -72.0% | -12.1% |
| 5Y | +55.0% | +108.9% | -53.9% | -1.8% |
| All | +64.2% | +64.5% | -0.3% | -11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 10y: compounded portfolio wealth divided by compounded SPG 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…
10y analysis · Full analysis span regression · 6 months rolling