-52.8%
AIG vs SPG
+5,319.3%
-5,372.1%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.2% | -3.2% | -2.7% |
| 7D | -1.6% | 0.0% | -1.6% | -1.6% |
| 30D | -5.2% | -4.9% | -0.3% | -2.4% |
| 3M | +1.5% | +3.3% | -1.9% | -0.7% |
| 6M | -3.9% | +11.2% | -15.2% | -10.2% |
| YTD | -11.6% | +17.1% | -28.7% | -20.0% |
| 1Y | -2.9% | +21.6% | -24.5% | -14.2% |
| 3Y | +33.7% | +111.9% | -78.1% | -17.2% |
| 5Y | +52.7% | +106.9% | -54.3% | -6.6% |
| 10Y | +62.6% | +62.2% | +0.4% | -0.8% |
| All | -52.8% | +5,319.3% | -5,372.1% | -92.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling