+64.2%
AIG vs SPXS
-99.6%
+163.7%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.4% | +2.8% | -0.5% |
| 7D | -1.2% | +2.5% | -3.7% | -0.3% |
| 30D | -1.1% | +4.2% | -5.3% | +0.5% |
| 3M | +0.7% | -9.3% | +10.0% | -2.5% |
| 6M | -2.2% | -30.7% | +28.5% | -13.4% |
| YTD | -10.8% | -28.1% | +17.2% | -19.8% |
| 1Y | -2.0% | -35.1% | +33.0% | -14.8% |
| 3Y | +34.8% | -79.6% | +114.4% | -17.7% |
| 5Y | +55.0% | -86.3% | +141.3% | -4.0% |
| All | +64.2% | -99.6% | +163.7% | -58.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling