+53.1%
AIG vs SPXS
-86.0%
+139.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.4% | +2.8% | -0.2% |
| 7D | -1.2% | +2.5% | -3.7% | -0.5% |
| 30D | -1.1% | +4.2% | -5.3% | 0.0% |
| 3M | +0.7% | -9.3% | +10.0% | -1.5% |
| 6M | -2.2% | -30.7% | +28.5% | -10.4% |
| YTD | -10.8% | -28.1% | +17.2% | -17.3% |
| 1Y | -2.0% | -35.1% | +33.0% | -11.3% |
| 3Y | +34.8% | -79.6% | +114.4% | -6.6% |
| All | +53.1% | -86.0% | +139.1% | +6.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling