+313.9%
AIG vs SPXU
-100.0%
+413.9%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | +1.0% |
| 7D | -1.4% | +1.3% | -2.7% | -0.9% |
| 30D | -3.3% | +5.1% | -8.4% | -1.2% |
| 3M | +2.2% | -9.1% | +11.3% | -1.5% |
| 6M | -2.1% | -29.6% | +27.5% | -14.4% |
| YTD | -11.2% | -27.7% | +16.5% | -21.3% |
| 1Y | -2.1% | -37.0% | +34.8% | -17.7% |
| 3Y | +34.4% | -80.2% | +114.5% | -24.2% |
| 5Y | +53.7% | -86.0% | +139.7% | -10.6% |
| 10Y | +64.4% | -99.5% | +163.9% | -68.4% |
| All | +313.9% | -100.0% | +413.9% | -86.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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