+287.4%
AIG vs SPXS
-100.0%
+387.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -1.0% | +1.1% |
| 7D | -1.4% | +1.2% | -2.7% | -0.9% |
| 30D | -3.3% | +5.2% | -8.5% | -1.1% |
| 3M | +2.2% | -9.2% | +11.3% | -1.7% |
| 6M | -2.1% | -29.6% | +27.5% | -15.2% |
| YTD | -11.2% | -27.6% | +16.4% | -22.0% |
| 1Y | -2.1% | -36.7% | +34.6% | -18.6% |
| 3Y | +34.4% | -79.8% | +114.2% | -26.7% |
| 5Y | +53.7% | -85.9% | +139.6% | -14.1% |
| 10Y | +64.4% | -99.5% | +163.9% | -72.3% |
| All | +287.4% | -100.0% | +387.4% | -91.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling