+3.7%
AIG vs SPXS
-30.2%
+33.9%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.9% | +6.4% | +1.5% |
| 7D | +2.3% | +2.2% | +0.1% | +2.2% |
| 30D | +8.8% | +3.8% | +5.0% | +8.7% |
| 3M | +3.7% | +3.3% | +0.4% | +3.7% |
| 6M | +6.8% | -16.7% | +23.4% | +5.8% |
| YTD | -2.6% | -28.5% | +25.9% | -6.0% |
| 1Y | +3.7% | -30.4% | +34.2% | +0.3% |
| All | +3.7% | -30.2% | +33.9% | +0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 1y: compounded portfolio wealth divided by compounded SPXS 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…
1y analysis · Full analysis span regression · 6 months rolling